+152.5%
AEP vs PENG
+661.7%
-509.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.3% | -7.8% | +1.3% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | +4.5% | -40.1% | +44.6% | +5.2% |
| 3M | +2.8% | -21.8% | +24.6% | +3.0% |
| 6M | -0.7% | +3.3% | -4.0% | -1.4% |
| YTD | +13.8% | +133.6% | -119.8% | +10.8% |
| 1Y | +9.0% | +110.7% | -101.7% | +6.2% |
| 3Y | +83.0% | +204.3% | -121.3% | +74.2% |
| 5Y | +83.3% | +54.4% | +28.9% | +75.2% |
| All | +152.5% | +661.7% | -509.2% | +129.8% |
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 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