+8.6%
AEIS vs ZCMD
-99.9%
+108.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.0% | -8.1% | -11.1% |
| 7D | -12.7% | -13.3% | +0.6% | -12.3% |
| 30D | -28.8% | -49.6% | +20.8% | -27.5% |
| 3M | -38.0% | -54.6% | +16.6% | -36.9% |
| 6M | -45.3% | -99.8% | +54.5% | -39.6% |
| YTD | +1.1% | -99.9% | +101.0% | +9.1% |
| 1Y | +8.6% | -99.9% | +108.5% | +14.9% |
| All | +8.6% | -99.9% | +108.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling