+2,319.9%
AEP vs PSA
+15,793.7%
-13,473.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.9% | -1.4% | +4.3% | +3.3% |
| 30D | +3.2% | +15.2% | -12.0% | -0.5% |
| 3M | +3.8% | +2.2% | +1.6% | +3.1% |
| 6M | +2.5% | +11.7% | -9.2% | -0.5% |
| YTD | +15.5% | +32.0% | -16.5% | +7.2% |
| 1Y | +9.6% | +26.3% | -16.7% | +2.9% |
| 3Y | +91.2% | +52.4% | +38.8% | +70.1% |
| 5Y | +88.2% | +26.3% | +61.9% | +74.3% |
| 10Y | +205.1% | +132.3% | +72.7% | +143.0% |
| All | +2,319.9% | +15,793.7% | -13,473.8% | +1,058.5% |
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