+1,849.8%
PEG vs AEIS
+2,566.8%
-717.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.3% |
| 7D | +0.7% | +3.0% | -2.3% | +0.5% |
| 30D | -2.4% | -14.6% | +12.2% | -1.5% |
| 3M | -4.8% | -12.4% | +7.7% | -4.5% |
| 6M | -10.7% | -15.0% | +4.3% | -10.5% |
| YTD | -6.7% | +34.3% | -41.0% | -9.4% |
| 1Y | -6.8% | +87.4% | -94.2% | -11.8% |
| 3Y | +34.5% | +139.8% | -105.3% | +24.1% |
| 5Y | +35.8% | +220.7% | -185.0% | +22.0% |
| 10Y | +141.7% | +531.6% | -389.9% | +103.7% |
| All | +1,849.8% | +2,566.8% | -717.1% | +1,404.2% |
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