+153.4%
AEP vs PENG
+644.0%
-490.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | -0.8% | -16.1% | +15.3% | -0.6% |
| 30D | +4.9% | -41.5% | +46.4% | +5.7% |
| 3M | +4.9% | -19.1% | +24.0% | +5.0% |
| 6M | -0.3% | +0.9% | -1.2% | -1.0% |
| YTD | +14.3% | +128.2% | -113.9% | +11.3% |
| 1Y | +7.5% | +98.6% | -91.1% | +5.0% |
| 3Y | +82.6% | +188.2% | -105.5% | +74.2% |
| 5Y | +81.5% | +55.5% | +26.0% | +73.4% |
| All | +153.4% | +644.0% | -490.6% | +130.8% |
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