-22.9%
AMRZ vs AEIS
+86.7%
-109.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -4.6% |
| 7D | -2.0% | +8.1% | -10.1% | -3.0% |
| 30D | -9.8% | -11.1% | +1.3% | -8.6% |
| 3M | -17.2% | -5.6% | -11.6% | -17.9% |
| 6M | -26.9% | -0.6% | -26.3% | -29.6% |
| YTD | -21.5% | +38.0% | -59.5% | -27.5% |
| 1Y | -22.9% | +87.2% | -110.1% | -29.8% |
| All | -22.9% | +86.7% | -109.5% | -29.8% |
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 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