+4.7%
PEP vs AEIS
+219.5%
-214.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -1.4% |
| 30D | +0.2% | -14.6% | +14.9% | +0.2% |
| 3M | -1.1% | -12.4% | +11.3% | -1.3% |
| 6M | -13.5% | -15.0% | +1.5% | -13.7% |
| YTD | -1.2% | +34.3% | -35.5% | -2.8% |
| 1Y | -1.6% | +87.4% | -88.9% | -4.6% |
| 3Y | -12.5% | +139.8% | -152.3% | -16.7% |
| All | +4.7% | +219.5% | -214.8% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling