+346.7%
AEM vs PSKY
-75.1%
+421.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | -5.0% | -6.0% | +0.9% | -4.7% |
| 30D | +8.5% | +10.7% | -2.2% | +7.7% |
| 3M | +29.3% | +1.2% | +28.1% | +29.1% |
| 6M | -12.9% | +1.5% | -14.4% | -13.2% |
| YTD | +16.8% | -21.8% | +38.5% | +18.1% |
| 1Y | +29.8% | -30.2% | +60.0% | +31.8% |
| 3Y | +336.7% | -20.1% | +356.8% | +332.4% |
| 5Y | +299.9% | -70.5% | +370.5% | +308.8% |
| All | +346.7% | -75.1% | +421.8% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling