-75.1%
PSKY vs AEE
+191.1%
-266.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | +11.6% | -2.9% | +14.5% | +12.9% |
| 3M | +1.5% | -2.4% | +3.9% | +2.4% |
| 6M | +7.7% | -2.7% | +10.4% | +8.3% |
| YTD | -20.1% | +7.3% | -27.4% | -23.1% |
| 1Y | -38.3% | +7.5% | -45.8% | -40.6% |
| 3Y | -17.7% | +46.2% | -63.9% | -31.3% |
| 5Y | -69.9% | +39.7% | -109.6% | -74.6% |
| All | -75.1% | +191.1% | -266.3% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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