+170.8%
AEP vs PSA
+101.3%
+69.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -3.6% | +2.6% | +0.6% |
| 30D | -0.1% | -9.4% | +9.3% | +4.3% |
| 3M | -3.2% | -8.2% | +5.0% | +0.3% |
| 6M | -5.3% | -1.8% | -3.4% | -5.0% |
| YTD | +9.5% | +15.7% | -6.2% | +1.9% |
| 1Y | +17.5% | +6.3% | +11.2% | +13.1% |
| 3Y | +77.0% | +21.6% | +55.4% | +57.3% |
| 5Y | +66.4% | +13.5% | +52.9% | +49.6% |
| All | +170.8% | +101.3% | +69.5% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling