+8.5%
AEP vs PENG
+120.3%
-111.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.3% | +1.1% |
| 7D | +0.7% | +1.9% | -1.1% | +0.7% |
| 30D | +4.8% | -37.8% | +42.6% | +4.6% |
| 3M | +5.4% | -14.1% | +19.4% | +5.2% |
| 6M | +0.4% | +13.1% | -12.7% | 0.0% |
| YTD | +15.5% | +151.8% | -136.3% | +13.1% |
| 1Y | +8.5% | +136.0% | -127.5% | +6.1% |
| All | +8.5% | +120.3% | -111.7% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling