-27.6%
STZ vs AEIS
+144.8%
-172.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.3% | -8.8% | +2.0% |
| 7D | +3.4% | +1.0% | +2.5% | +3.2% |
| 30D | +19.6% | -24.0% | +43.6% | +21.2% |
| 3M | +8.0% | -32.5% | +40.5% | +10.2% |
| 6M | -0.3% | -38.6% | +38.3% | +1.9% |
| YTD | +8.6% | +4.8% | +3.7% | +3.5% |
| 1Y | +17.3% | +1.3% | +16.0% | +12.2% |
| 3Y | -34.7% | +159.2% | -193.9% | -46.6% |
| 5Y | -27.6% | +140.8% | -168.4% | -41.7% |
| All | -27.6% | +144.8% | -172.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling