+52.4%
PSA vs AEIS
+148.8%
-96.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | -1.4% | +11.5% | -13.0% | -2.0% |
| 30D | +15.2% | -15.8% | +30.9% | +16.0% |
| 3M | +2.2% | -33.3% | +35.5% | +4.5% |
| 6M | +11.7% | -35.2% | +46.9% | +13.7% |
| YTD | +32.0% | +5.0% | +27.0% | +26.6% |
| 1Y | +26.3% | +8.5% | +17.8% | +20.5% |
| 3Y | +52.4% | +152.9% | -100.5% | +15.4% |
| All | +52.4% | +148.8% | -96.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling