+359.4%
AEM vs PENG
+720.8%
-361.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.3% | -12.7% | -3.3% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -1.2% | -37.8% | +36.6% | +2.4% |
| 3M | +2.5% | -14.1% | +16.6% | +2.6% |
| 6M | -5.1% | +13.1% | -18.2% | -9.0% |
| YTD | +10.4% | +151.8% | -141.4% | -2.6% |
| 1Y | +11.8% | +136.0% | -124.2% | -0.9% |
| 3Y | +315.6% | +217.9% | +97.7% | +250.1% |
| 5Y | +266.3% | +64.1% | +202.2% | +213.7% |
| All | +359.4% | +720.8% | -361.5% | +240.3% |
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