+683.5%
AEP vs PSKY
-63.1%
+746.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.8% | +7.1% | +2.9% |
| 7D | +3.5% | -24.6% | +28.1% | +6.5% |
| 30D | +4.0% | -36.1% | +40.2% | +9.1% |
| 3M | +6.0% | -54.8% | +60.8% | +12.6% |
| 6M | +6.0% | -54.8% | +60.8% | +12.6% |
| YTD | +6.0% | -54.8% | +60.8% | +12.6% |
| 1Y | +11.5% | -58.4% | +69.9% | +19.6% |
| 3Y | +86.3% | -40.7% | +126.9% | +81.5% |
| 5Y | +82.3% | -80.0% | +162.3% | +101.0% |
| 10Y | +189.6% | -84.4% | +274.1% | +201.4% |
| All | +683.5% | -63.1% | +746.6% | +523.2% |
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