+270.5%
AEIS vs ZCMD
-100.0%
+370.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.9% |
| 7D | +11.5% | -7.7% | +19.2% | +11.8% |
| 30D | -15.8% | -34.8% | +19.0% | -14.7% |
| 3M | -33.3% | -56.3% | +23.0% | -31.9% |
| 6M | -35.2% | -99.7% | +64.5% | -29.6% |
| YTD | +5.0% | -99.9% | +104.9% | +15.7% |
| 1Y | +8.5% | -99.9% | +108.4% | +20.5% |
| 3Y | +152.9% | -100.0% | +252.9% | +203.9% |
| 5Y | +144.6% | -100.0% | +244.6% | +203.8% |
| All | +270.5% | -100.0% | +370.5% | +507.2% |
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 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