+396.0%
AEM vs PENG
+661.7%
-265.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.4% | +4.0% |
| 7D | +17.8% | -3.8% | +21.6% | +17.5% |
| 30D | +6.2% | -40.1% | +46.3% | +10.5% |
| 3M | +12.5% | -21.8% | +34.3% | +13.6% |
| 6M | +4.4% | +3.3% | +1.1% | +1.0% |
| YTD | +19.2% | +133.6% | -114.4% | +6.0% |
| 1Y | +25.5% | +110.7% | -85.2% | +12.5% |
| 3Y | +346.4% | +204.3% | +142.2% | +277.8% |
| 5Y | +305.7% | +54.4% | +251.3% | +249.5% |
| All | +396.0% | +661.7% | -265.6% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling