+231.8%
AEIS vs PSLV
+154.2%
+77.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +2.3% | -3.5% | +5.7% | +3.3% |
| 30D | -14.8% | -2.1% | -12.7% | -14.3% |
| 3M | -15.6% | -1.6% | -13.9% | -15.5% |
| 6M | -8.7% | -25.5% | +16.8% | -2.3% |
| YTD | +37.3% | -11.4% | +48.7% | +35.4% |
| 1Y | +80.3% | +48.6% | +31.8% | +50.9% |
| 3Y | +177.9% | +166.9% | +11.1% | +94.7% |
| All | +231.8% | +154.2% | +77.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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