+95.5%
PEP vs AEIS
+332.3%
-236.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.5% |
| 7D | +2.9% | +11.5% | -8.6% | +2.0% |
| 30D | +12.5% | -15.8% | +28.3% | +13.5% |
| 3M | +4.5% | -33.3% | +37.8% | +7.2% |
| 6M | -0.5% | -35.2% | +34.7% | +1.3% |
| YTD | +4.4% | +5.0% | -0.6% | 0.0% |
| 1Y | +4.4% | +8.5% | -4.1% | -0.5% |
| 3Y | -3.4% | +152.9% | -156.3% | -19.8% |
| 5Y | +5.2% | +144.6% | -139.5% | -14.3% |
| All | +95.5% | +332.3% | -236.8% | +31.8% |
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