-58.5%
PSKY vs AEIS
+1,698.3%
-1,756.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.7% | -4.9% |
| 7D | -24.6% | -17.5% | -7.0% | -24.8% |
| 30D | -36.1% | -6.4% | -29.7% | -36.2% |
| 3M | -77.9% | +165.1% | -243.0% | -75.9% |
| 6M | -77.9% | +165.1% | -243.0% | -75.9% |
| YTD | -77.9% | +165.1% | -243.0% | -75.9% |
| 1Y | -77.9% | +165.1% | -243.0% | -75.9% |
| 3Y | -77.9% | +165.1% | -243.0% | -75.9% |
| 5Y | -80.0% | +173.8% | -253.9% | -78.5% |
| 10Y | -84.4% | +426.5% | -511.0% | -89.0% |
| All | -58.5% | +1,698.3% | -1,756.8% | -87.7% |
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