+3,594.0%
AEM vs PSA
+14,185.8%
-10,591.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | +24.0% | -7.7% | +31.8% | +25.6% |
| 3M | +16.1% | -0.6% | +16.7% | +16.0% |
| 6M | -11.6% | -0.9% | -10.7% | -11.6% |
| YTD | +21.5% | +18.7% | +2.9% | +18.2% |
| 1Y | +39.2% | +7.6% | +31.5% | +37.4% |
| 3Y | +347.4% | +23.7% | +323.8% | +330.2% |
| 5Y | +290.1% | +13.7% | +276.5% | +278.8% |
| 10Y | +357.8% | +98.9% | +258.9% | +306.8% |
| All | +3,594.0% | +14,185.8% | -10,591.8% | +3,313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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