+405.7%
AEM vs PENG
+762.7%
-356.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.8% |
| 7D | -0.5% | +4.5% | -5.1% | -0.9% |
| 30D | +24.0% | -7.1% | +31.1% | +24.6% |
| 3M | +16.1% | -27.3% | +43.3% | +17.8% |
| 6M | -11.6% | +169.6% | -181.2% | -21.4% |
| YTD | +21.5% | +164.6% | -143.1% | +8.0% |
| 1Y | +39.2% | +109.5% | -70.3% | +25.9% |
| 3Y | +347.4% | +98.9% | +248.5% | +291.2% |
| 5Y | +290.1% | +116.3% | +173.9% | +228.3% |
| All | +405.7% | +762.7% | -356.9% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling