+80.3%
AEIS vs ZYBT
-79.2%
+159.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +4.9% |
| 7D | +2.3% | -3.7% | +6.0% | +2.3% |
| 30D | -14.8% | 0.0% | -14.8% | -14.8% |
| 3M | -15.6% | +72.2% | -87.8% | -13.9% |
| 6M | -8.7% | +103.1% | -111.8% | -8.8% |
| YTD | +37.3% | +34.8% | +2.5% | +39.4% |
| 1Y | +80.3% | -83.2% | +163.5% | +95.3% |
| All | +80.3% | -79.2% | +159.6% | +95.3% |
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