+35.6%
PEG vs AEIS
+238.7%
-203.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -0.1% | +6.5% | -6.5% | -0.7% |
| 30D | -1.7% | -9.2% | +7.4% | -1.0% |
| 3M | -6.8% | -8.3% | +1.6% | -6.9% |
| 6M | -11.4% | -6.3% | -5.0% | -12.2% |
| YTD | -7.2% | +36.5% | -43.7% | -12.6% |
| 1Y | -6.1% | +84.8% | -90.9% | -15.5% |
| 3Y | +31.8% | +176.6% | -144.8% | +9.9% |
| 5Y | +35.6% | +237.1% | -201.5% | +8.4% |
| All | +35.6% | +238.7% | -203.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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