+87.4%
AEIS vs ZYBT
-83.2%
+170.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | +3.0% | -6.9% | +9.9% | +3.0% |
| 30D | -14.6% | -31.8% | +17.1% | -14.7% |
| 3M | -12.4% | +94.0% | -106.4% | -11.2% |
| 6M | -15.0% | +99.0% | -114.0% | -14.7% |
| YTD | +34.3% | +40.0% | -5.7% | +36.2% |
| 1Y | +87.4% | -79.5% | +166.9% | +101.7% |
| All | +87.4% | -83.2% | +170.6% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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