+119.4%
AEIS vs ZYBT
-57.8%
+177.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -0.2% | -2.5% | +2.2% | -0.2% |
| 30D | -16.4% | -1.2% | -15.2% | -16.4% |
| 3M | -11.1% | +76.7% | -87.8% | -10.6% |
| 6M | -12.0% | +103.6% | -115.6% | -12.8% |
| YTD | +30.9% | +38.3% | -7.4% | +31.2% |
| 1Y | +74.3% | -84.7% | +159.0% | +86.6% |
| All | +119.4% | -57.8% | +177.2% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling