+25.3%
PSA vs AEE
+56.4%
-31.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -1.4% | +1.7% | -3.1% | -2.5% |
| 30D | +15.2% | +9.7% | +5.4% | +8.8% |
| 3M | +2.2% | +5.9% | -3.7% | -1.4% |
| 6M | +11.7% | +6.7% | +5.0% | +7.1% |
| YTD | +32.0% | +17.4% | +14.7% | +19.5% |
| 1Y | +26.3% | +12.7% | +13.6% | +17.1% |
| 3Y | +52.4% | +68.2% | -15.9% | +9.0% |
| All | +25.3% | +56.4% | -31.1% | -3.4% |
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