+3.3%
PEP vs AEIS
+97.5%
-94.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.2% | +12.4% | 0.0% |
| 7D | +6.7% | -22.6% | +29.2% | +6.2% |
| 30D | +13.5% | -38.7% | +52.2% | +12.9% |
| 3M | +3.9% | -43.6% | +47.5% | +3.4% |
| 6M | -6.0% | -46.2% | +40.3% | -6.4% |
| YTD | +2.5% | -11.2% | +13.7% | +0.4% |
| 1Y | +3.9% | -17.7% | +21.6% | +2.0% |
| 3Y | -4.7% | +104.1% | -108.7% | -11.6% |
| All | +3.3% | +97.5% | -94.1% | -6.1% |
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