+100.5%
PSA vs AEE
+191.1%
-90.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -8.4% | -2.9% | -5.5% | -6.9% |
| 3M | -7.8% | -2.4% | -5.4% | -6.7% |
| 6M | +0.8% | -2.7% | +3.5% | +2.2% |
| YTD | +16.5% | +7.3% | +9.2% | +11.8% |
| 1Y | +4.7% | +7.5% | -2.8% | +0.2% |
| 3Y | +21.1% | +46.2% | -25.2% | -3.6% |
| 5Y | +14.2% | +39.7% | -25.5% | -6.9% |
| All | +100.5% | +191.1% | -90.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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