+314.3%
AME vs PENG
+762.7%
-448.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.5% |
| 7D | +0.6% | +4.5% | -3.9% | -0.1% |
| 30D | -6.7% | -7.1% | +0.4% | -5.8% |
| 3M | +4.1% | -27.3% | +31.3% | +6.7% |
| 6M | +1.6% | +169.6% | -168.0% | -16.5% |
| YTD | +16.1% | +164.6% | -148.5% | -4.7% |
| 1Y | +27.3% | +109.5% | -82.1% | +7.6% |
| 3Y | +50.9% | +98.9% | -48.1% | +20.0% |
| 5Y | +81.4% | +116.3% | -34.9% | +37.0% |
| All | +314.3% | +762.7% | -448.3% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling