+250.7%
AEM vs PENG
+66.2%
+184.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.2% |
| 7D | -5.6% | +34.6% | -40.2% | -8.1% |
| 30D | -3.9% | -35.9% | +32.1% | -0.7% |
| 3M | -3.4% | -14.7% | +11.3% | -3.3% |
| 6M | -9.0% | +13.5% | -22.6% | -12.7% |
| YTD | +5.9% | +156.1% | -150.2% | -6.5% |
| 1Y | +4.0% | +141.3% | -137.4% | -7.8% |
| 3Y | +298.8% | +223.4% | +75.3% | +240.2% |
| 5Y | +250.7% | +67.4% | +183.3% | +180.9% |
| All | +250.7% | +66.2% | +184.5% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling