+39.2%
AEM vs PENG
+118.5%
-79.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.9% |
| 7D | -0.5% | +4.5% | -5.1% | -1.0% |
| 30D | +24.0% | -7.1% | +31.1% | +24.6% |
| 3M | +16.1% | -27.3% | +43.3% | +18.7% |
| 6M | -11.6% | +169.6% | -181.2% | -30.6% |
| YTD | +21.5% | +164.6% | -143.1% | -5.1% |
| 1Y | +39.2% | +109.5% | -70.3% | +11.8% |
| All | +39.2% | +118.5% | -79.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling