+3,038.5%
PSA vs AEE
+822.6%
+2,215.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -0.4% | +1.3% | -1.7% | -1.1% |
| 30D | -8.2% | -1.2% | -6.9% | -7.6% |
| 3M | -2.1% | +1.0% | -3.2% | -2.8% |
| 6M | -0.2% | -2.3% | +2.1% | +0.9% |
| YTD | +18.5% | +9.1% | +9.4% | +12.6% |
| 1Y | +6.6% | +10.6% | -4.0% | +0.4% |
| 3Y | +24.5% | +48.5% | -24.0% | -1.7% |
| 5Y | +13.6% | +39.9% | -26.3% | -7.6% |
| 10Y | +102.0% | +185.7% | -83.8% | +6.1% |
| All | +3,038.5% | +822.6% | +2,215.9% | +922.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling