+667.2%
AEP vs PSKY
-42.2%
+709.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -0.8% | +24.0% | -24.8% | -3.6% |
| 3M | -1.8% | +2.2% | -4.0% | -2.3% |
| 6M | -5.4% | -9.0% | +3.6% | -4.8% |
| YTD | +10.4% | -18.1% | +28.6% | +12.1% |
| 1Y | +18.2% | -25.1% | +43.3% | +20.3% |
| 3Y | +79.0% | -16.3% | +95.3% | +71.9% |
| 5Y | +64.8% | -70.4% | +135.2% | +78.1% |
| 10Y | +170.8% | -74.2% | +245.0% | +170.4% |
| All | +667.2% | -42.2% | +709.4% | +493.1% |
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