-15.0%
AMRZ vs AEIS
+6.8%
-21.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -1.2% |
| 7D | -5.5% | +9.5% | -14.9% | -6.4% |
| 30D | +15.6% | -17.5% | +33.2% | +17.8% |
| 3M | -12.1% | -29.3% | +17.2% | -8.8% |
| 6M | -19.4% | -34.7% | +15.3% | -16.3% |
| YTD | -21.9% | +10.7% | -32.6% | -30.3% |
| 1Y | -15.0% | +7.4% | -22.4% | -23.5% |
| All | -15.0% | +6.8% | -21.8% | -23.5% |
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