+20.3%
PSA vs AEIS
+172.0%
-151.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -2.2% | +6.5% | -8.7% | -2.7% |
| 30D | -9.6% | -9.2% | -0.4% | -9.0% |
| 3M | -7.9% | -8.3% | +0.4% | -8.2% |
| 6M | -2.0% | -6.3% | +4.3% | -3.0% |
| YTD | +15.7% | +36.5% | -20.8% | +9.1% |
| 1Y | +5.8% | +84.8% | -79.0% | -4.8% |
| All | +20.3% | +172.0% | -151.8% | -3.7% |
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 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