-75.6%
PSKY vs AEIS
+531.1%
-606.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.6% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | +10.7% | -16.4% | +27.1% | +15.3% |
| 3M | +1.2% | -11.1% | +12.3% | +1.4% |
| 6M | +1.5% | -12.0% | +13.5% | +0.6% |
| YTD | -21.8% | +30.9% | -52.6% | -31.9% |
| 1Y | -30.2% | +74.3% | -104.5% | -44.8% |
| 3Y | -20.1% | +165.2% | -185.3% | -46.5% |
| 5Y | -70.5% | +220.0% | -290.5% | -81.5% |
| All | -75.6% | +531.1% | -606.7% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling