+82.5%
AEP vs PENG
+101.4%
-18.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | 0.0% |
| 7D | +1.8% | +4.5% | -2.8% | +1.9% |
| 30D | -0.8% | -7.1% | +6.3% | -0.9% |
| 3M | -1.8% | -27.3% | +25.4% | -2.2% |
| 6M | -5.4% | +169.6% | -174.9% | -2.1% |
| YTD | +10.4% | +164.6% | -154.2% | +14.3% |
| 1Y | +18.2% | +109.5% | -91.3% | +21.5% |
| All | +82.5% | +101.4% | -18.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling