+231.8%
AEIS vs ZCMD
-100.0%
+331.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.1% | +12.0% | +5.0% |
| 7D | +2.3% | -5.4% | +7.7% | +2.3% |
| 30D | -14.8% | -24.8% | +10.0% | -14.5% |
| 3M | -15.6% | -62.8% | +47.2% | -16.2% |
| 6M | -8.7% | -99.5% | +90.8% | -7.7% |
| YTD | +37.3% | -99.8% | +137.1% | +38.4% |
| 1Y | +80.3% | -99.9% | +180.2% | +81.5% |
| 3Y | +177.9% | -100.0% | +277.9% | +175.0% |
| All | +231.8% | -100.0% | +331.8% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling