-35.5%
PSKY vs AEE
+369.9%
-405.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.2% |
| 7D | +2.4% | +1.3% | +1.1% | +1.5% |
| 30D | +17.5% | -1.2% | +18.8% | +18.4% |
| 3M | +4.4% | +1.0% | +3.4% | +3.4% |
| 6M | -9.0% | -2.3% | -6.7% | -8.6% |
| YTD | -18.6% | +9.1% | -27.7% | -24.4% |
| 1Y | -27.7% | +10.6% | -38.3% | -33.3% |
| 3Y | -16.9% | +48.5% | -65.4% | -39.1% |
| 5Y | -70.3% | +39.9% | -110.1% | -77.9% |
| 10Y | -74.9% | +185.7% | -260.7% | -90.7% |
| All | -35.5% | +369.9% | -405.4% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling