-18.3%
AMRZ vs AEIS
+73.5%
-91.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | 0.0% | -6.9% | +6.8% | +0.4% |
| 30D | +15.9% | -23.2% | +39.1% | +18.9% |
| 3M | -9.2% | -29.5% | +20.3% | -6.1% |
| 6M | -20.3% | -37.9% | +17.6% | -17.1% |
| YTD | -21.5% | +6.0% | -27.5% | -25.6% |
| 1Y | -12.9% | +1.2% | -14.1% | -17.2% |
| All | -18.3% | +73.5% | -91.8% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling