+1,941.5%
AEIS vs PSLV
+109.5%
+1,832.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +2.3% | -3.5% | +5.7% | +3.0% |
| 30D | -14.8% | -2.1% | -12.7% | -14.4% |
| 3M | -15.6% | -1.6% | -13.9% | -15.4% |
| 6M | -8.7% | -25.5% | +16.8% | -4.0% |
| YTD | +37.3% | -11.4% | +48.7% | +37.7% |
| 1Y | +80.3% | +48.6% | +31.8% | +64.1% |
| 3Y | +177.9% | +166.9% | +11.1% | +128.0% |
| 5Y | +235.8% | +152.4% | +83.4% | +175.2% |
| 10Y | +558.6% | +187.8% | +370.9% | +417.9% |
| All | +1,941.5% | +109.5% | +1,832.0% | +1,453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling