+384.4%
AEIS vs ZCMD
-100.0%
+484.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.1% | +12.0% | +5.1% |
| 7D | +2.3% | -5.4% | +7.7% | +2.4% |
| 30D | -14.8% | -24.8% | +10.0% | -14.3% |
| 3M | -15.6% | -62.8% | +47.2% | -17.0% |
| 6M | -8.7% | -99.5% | +90.8% | -2.1% |
| YTD | +37.3% | -99.8% | +137.1% | +49.0% |
| 1Y | +80.3% | -99.9% | +180.2% | +99.7% |
| 3Y | +177.9% | -100.0% | +277.9% | +233.0% |
| 5Y | +235.8% | -100.0% | +335.8% | +302.9% |
| All | +384.4% | -100.0% | +484.4% | +682.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling