+1,896.9%
PEG vs AEIS
+2,072.0%
-175.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +2.3% | +23.2% | -20.9% | +0.9% |
| 30D | +6.1% | -17.0% | +23.1% | +7.1% |
| 3M | -0.5% | -32.2% | +31.6% | +1.5% |
| 6M | -3.2% | -32.6% | +29.4% | -1.7% |
| YTD | -4.4% | +9.4% | -13.8% | -6.4% |
| 1Y | -7.4% | +7.7% | -15.1% | -9.2% |
| 3Y | +33.9% | +157.9% | -124.0% | +22.6% |
| 5Y | +42.3% | +154.8% | -112.5% | +29.4% |
| 10Y | +166.4% | +355.2% | -188.9% | +128.0% |
| All | +1,896.9% | +2,072.0% | -175.1% | +1,454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling