+318.4%
AME vs PENG
+720.8%
-402.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -1.0% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | -4.1% | -37.8% | +33.7% | +2.0% |
| 3M | -6.3% | -14.1% | +7.7% | -5.9% |
| 6M | +3.5% | +13.1% | -9.6% | -3.1% |
| YTD | +17.3% | +151.8% | -134.5% | -4.6% |
| 1Y | +22.0% | +136.0% | -114.0% | +0.1% |
| 3Y | +62.0% | +217.9% | -155.9% | +20.4% |
| 5Y | +78.5% | +64.1% | +14.4% | +39.4% |
| All | +318.4% | +720.8% | -402.4% | +164.4% |
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