+6,032.2%
PSA vs AEIS
+2,072.0%
+3,960.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | +23.2% | -25.3% | -4.3% |
| 30D | +15.6% | -17.0% | +32.6% | +17.1% |
| 3M | +4.1% | -32.2% | +36.2% | +7.4% |
| 6M | +9.2% | -32.6% | +41.7% | +11.6% |
| YTD | +32.3% | +9.4% | +22.9% | +27.6% |
| 1Y | +26.2% | +7.7% | +18.5% | +21.7% |
| 3Y | +53.7% | +157.9% | -104.3% | +32.3% |
| 5Y | +26.6% | +154.8% | -128.2% | +7.9% |
| 10Y | +132.8% | +355.2% | -222.4% | +76.4% |
| All | +6,032.2% | +2,072.0% | +3,960.2% | +3,523.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling