+16.3%
STZ vs AEIS
+332.3%
-316.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.2% |
| 7D | +2.6% | +11.5% | -8.9% | +1.0% |
| 30D | +15.2% | -15.8% | +31.0% | +16.8% |
| 3M | +7.6% | -33.3% | +41.0% | +12.2% |
| 6M | +5.3% | -35.2% | +40.5% | +8.6% |
| YTD | +8.6% | +5.0% | +3.6% | +1.7% |
| 1Y | +15.6% | +8.5% | +7.1% | +7.4% |
| 3Y | -35.2% | +152.9% | -188.0% | -50.6% |
| 5Y | -29.1% | +144.6% | -173.7% | -47.1% |
| All | +16.3% | +332.3% | -316.0% | -33.2% |
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 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