-35.8%
STZ vs AEIS
+104.6%
-140.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.2% | +11.6% | -0.6% |
| 7D | +11.8% | -22.6% | +34.3% | +11.9% |
| 30D | +26.0% | -38.7% | +64.7% | +27.0% |
| 3M | +11.5% | -43.6% | +55.1% | +12.8% |
| 6M | -2.0% | -46.2% | +44.3% | -1.0% |
| YTD | +7.9% | -11.2% | +19.1% | +3.6% |
| 1Y | +13.9% | -17.7% | +31.6% | +10.2% |
| All | -35.8% | +104.6% | -140.4% | -45.3% |
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