+99.2%
PSA vs AEIS
+531.1%
-431.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -9.4% | -16.4% | +7.0% | -7.9% |
| 3M | -8.2% | -11.1% | +2.9% | -8.1% |
| 6M | -1.8% | -12.0% | +10.2% | -2.1% |
| YTD | +15.7% | +30.9% | -15.1% | +9.9% |
| 1Y | +6.3% | +74.3% | -68.1% | -2.9% |
| 3Y | +21.6% | +165.2% | -143.6% | +3.4% |
| 5Y | +13.5% | +220.0% | -206.6% | -6.7% |
| All | +99.2% | +531.1% | -431.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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