-37.0%
STZ vs AEIS
+117.1%
-154.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -1.8% |
| 7D | +4.9% | -11.3% | +16.2% | +4.9% |
| 30D | +20.9% | -32.6% | +53.5% | +21.7% |
| 3M | +8.0% | -39.2% | +47.1% | +9.1% |
| 6M | -5.3% | -45.4% | +40.1% | -4.0% |
| YTD | +5.9% | -5.8% | +11.7% | +1.7% |
| 1Y | +14.2% | -10.0% | +24.2% | +10.1% |
| 3Y | -37.0% | +121.2% | -158.1% | -46.3% |
| All | -37.0% | +117.1% | -154.1% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling