+13.5%
PSA vs AEE
+38.5%
-25.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | -3.6% | -0.7% | -3.0% | -3.3% |
| 30D | -9.4% | -2.0% | -7.4% | -8.3% |
| 3M | -8.2% | -2.8% | -5.4% | -6.7% |
| 6M | -1.8% | -3.6% | +1.7% | +0.1% |
| YTD | +15.7% | +7.3% | +8.4% | +10.7% |
| 1Y | +6.3% | +8.7% | -2.4% | +0.7% |
| 3Y | +21.6% | +46.0% | -24.5% | -5.0% |
| 5Y | +13.5% | +39.8% | -26.3% | -7.3% |
| All | +13.5% | +38.5% | -25.1% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling