-16.6%
AMRZ vs AEIS
+4.7%
-21.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | -2.1% | +11.5% | -13.6% | -3.2% |
| 30D | +13.0% | -15.8% | +28.7% | +14.5% |
| 3M | -12.1% | -33.3% | +21.2% | -8.2% |
| 6M | -19.1% | -35.2% | +16.1% | -16.4% |
| YTD | -23.3% | +5.0% | -28.3% | -31.7% |
| 1Y | -16.6% | +8.5% | -25.1% | -26.2% |
| All | -16.6% | +4.7% | -21.2% | -26.2% |
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