+5,399.6%
PSA vs AEIS
+2,566.8%
+2,832.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -3.7% | +3.0% | -6.6% | -4.0% |
| 30D | -7.7% | -14.6% | +6.9% | -6.4% |
| 3M | -0.6% | -12.4% | +11.8% | -0.3% |
| 6M | -0.9% | -15.0% | +14.0% | -0.7% |
| YTD | +18.7% | +34.3% | -15.6% | +12.9% |
| 1Y | +7.6% | +87.4% | -79.7% | -1.7% |
| 3Y | +23.7% | +139.8% | -116.1% | +8.1% |
| 5Y | +13.7% | +220.7% | -207.1% | -4.8% |
| 10Y | +98.9% | +531.6% | -432.7% | +46.6% |
| All | +5,399.6% | +2,566.8% | +2,832.8% | +3,106.5% |
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