+0.7%
PEP vs AEIS
+87.5%
-86.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.8% |
| 7D | +0.1% | +8.1% | -8.0% | +0.7% |
| 30D | +0.7% | -11.1% | +11.8% | -0.1% |
| 3M | -0.5% | -5.6% | +5.1% | -0.8% |
| 6M | -11.3% | -0.6% | -10.7% | -11.3% |
| YTD | -0.6% | +38.0% | -38.6% | +1.1% |
| All | +0.7% | +87.5% | -86.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling