+170.5%
AEP vs PSKY
-74.6%
+245.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -1.1% | +11.6% | -12.6% | -1.8% |
| 3M | -3.3% | +1.5% | -4.8% | -3.5% |
| 6M | -4.6% | +7.7% | -12.3% | -5.4% |
| YTD | +9.4% | -20.1% | +29.5% | +10.4% |
| 1Y | +16.9% | -38.3% | +55.2% | +19.8% |
| 3Y | +76.6% | -17.7% | +94.4% | +73.5% |
| 5Y | +66.2% | -69.9% | +136.1% | +72.6% |
| All | +170.5% | -74.6% | +245.1% | +147.7% |
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