+80.3%
AEIS vs ZCMD
-99.9%
+180.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.4% |
| 3M | -15.6% | -62.8% | +47.2% | -16.2% |
| 6M | -8.7% | -99.5% | +90.8% | -3.7% |
| YTD | +37.3% | -99.8% | +137.1% | +41.1% |
| 1Y | +80.3% | -99.9% | +180.2% | +74.4% |
| All | +80.3% | -99.9% | +180.2% | +74.4% |
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