-19.4%
PSKY vs AEE
+46.3%
-65.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | +10.7% | -2.0% | +12.6% | +11.4% |
| 3M | +1.2% | -2.8% | +4.0% | +2.0% |
| 6M | +1.5% | -3.6% | +5.1% | +2.3% |
| YTD | -21.8% | +7.3% | -29.1% | -24.7% |
| 1Y | -30.2% | +8.7% | -38.9% | -33.0% |
| All | -19.4% | +46.3% | -65.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling