-20.7%
PSKY vs AEIS
+172.0%
-192.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | -6.8% | +6.5% | -13.3% | -7.8% |
| 30D | +10.2% | -9.2% | +19.4% | +11.6% |
| 3M | +0.3% | -8.3% | +8.6% | -0.3% |
| 6M | -7.8% | -6.3% | -1.4% | -9.7% |
| YTD | -23.0% | +36.5% | -59.5% | -32.3% |
| 1Y | -31.6% | +84.8% | -116.4% | -45.6% |
| All | -20.7% | +172.0% | -192.7% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling