+373.7%
AEIS vs ZCMD
-100.0%
+473.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.5% |
| 7D | +3.0% | -8.0% | +11.0% | +3.2% |
| 30D | -14.6% | -27.9% | +13.2% | -14.0% |
| 3M | -12.4% | -74.6% | +62.1% | -12.9% |
| 6M | -15.0% | -99.5% | +84.5% | -9.1% |
| YTD | +34.3% | -99.7% | +134.0% | +45.6% |
| 1Y | +87.4% | -99.9% | +187.3% | +106.4% |
| 3Y | +139.8% | -100.0% | +239.8% | +187.0% |
| 5Y | +220.7% | -100.0% | +320.7% | +286.7% |
| All | +373.7% | -100.0% | +473.7% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling