+1,595.2%
AEM vs PSKY
-42.6%
+1,637.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +4.3% | +2.4% | +2.0% | +4.0% |
| 30D | +13.1% | +17.5% | -4.4% | +10.9% |
| 3M | +24.8% | +4.4% | +20.3% | +24.0% |
| 6M | -8.2% | -9.0% | +0.8% | -7.6% |
| YTD | +19.8% | -18.6% | +38.4% | +22.0% |
| 1Y | +32.1% | -27.7% | +59.8% | +35.5% |
| 3Y | +348.2% | -16.9% | +365.1% | +335.6% |
| 5Y | +297.5% | -70.3% | +367.7% | +326.5% |
| 10Y | +343.3% | -74.9% | +418.2% | +342.2% |
| All | +1,595.2% | -42.6% | +1,637.7% | +1,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling