-9.7%
STZ vs AEIS
+528.7%
-538.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.4% |
| 30D | -1.9% | -14.6% | +12.8% | +0.2% |
| 3M | -6.2% | -12.4% | +6.2% | -5.9% |
| 6M | -14.0% | -15.0% | +1.0% | -14.0% |
| YTD | -5.1% | +34.3% | -39.4% | -13.1% |
| 1Y | -9.6% | +87.4% | -96.9% | -22.6% |
| 3Y | -47.2% | +139.8% | -187.0% | -58.3% |
| 5Y | -33.6% | +220.7% | -254.3% | -52.0% |
| All | -9.7% | +528.7% | -538.4% | -53.5% |
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 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