+87.8%
AEP vs PENG
+66.2%
+21.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.2% |
| 7D | +2.5% | +34.6% | -32.1% | +2.4% |
| 30D | +3.4% | -35.9% | +39.3% | +3.5% |
| 3M | +4.2% | -14.7% | +18.9% | +4.2% |
| 6M | -0.8% | +13.5% | -14.3% | -1.1% |
| YTD | +15.2% | +156.1% | -140.9% | +14.0% |
| 1Y | +8.3% | +141.3% | -133.0% | +7.2% |
| 3Y | +84.2% | +223.4% | -139.3% | +77.6% |
| 5Y | +87.8% | +67.4% | +20.4% | +74.1% |
| All | +87.8% | +66.2% | +21.6% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling