-15.1%
AMRZ vs AEIS
+93.3%
-108.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | -16.9% | -14.6% | -2.3% | -15.3% |
| 3M | -19.2% | -12.4% | -6.8% | -19.0% |
| 6M | -29.3% | -15.0% | -14.3% | -30.0% |
| YTD | -18.0% | +34.3% | -52.3% | -24.1% |
| 1Y | -15.1% | +87.4% | -102.4% | -23.7% |
| All | -15.1% | +93.3% | -108.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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