+79.1%
PEP vs AEIS
+545.5%
-466.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -1.7% | +6.5% | -8.1% | -2.2% |
| 30D | +0.3% | -9.2% | +9.5% | +0.9% |
| 3M | -3.2% | -8.3% | +5.1% | -3.6% |
| 6M | -13.6% | -6.3% | -7.2% | -14.6% |
| YTD | -1.9% | +36.5% | -38.4% | -7.4% |
| 1Y | -0.6% | +84.8% | -85.4% | -10.0% |
| 3Y | -13.6% | +176.6% | -190.2% | -27.5% |
| 5Y | +3.2% | +237.1% | -233.9% | -18.1% |
| 10Y | +79.1% | +554.7% | -475.6% | +12.0% |
| All | +79.1% | +545.5% | -466.5% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling