-35.1%
PSKY vs AEIS
+2,022.0%
-2,057.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.4% |
| 7D | -0.2% | +3.0% | -3.1% | -1.1% |
| 30D | +24.0% | -14.6% | +38.6% | +29.6% |
| 3M | +2.2% | -12.4% | +14.6% | +3.0% |
| 6M | -9.0% | -15.0% | +6.0% | -9.2% |
| YTD | -18.1% | +34.3% | -52.4% | -31.0% |
| 1Y | -25.1% | +87.4% | -112.5% | -44.5% |
| 3Y | -16.3% | +139.8% | -156.1% | -45.8% |
| 5Y | -70.4% | +220.7% | -291.1% | -82.9% |
| 10Y | -74.2% | +531.6% | -605.8% | -90.3% |
| All | -35.1% | +2,022.0% | -2,057.1% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling