-32.8%
STZ vs AEIS
+219.5%
-252.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -1.9% | +3.0% | -4.9% | -2.2% |
| 30D | -1.9% | -14.6% | +12.8% | -0.8% |
| 3M | -6.2% | -12.4% | +6.2% | -6.0% |
| 6M | -14.0% | -15.0% | +1.0% | -14.0% |
| YTD | -5.1% | +34.3% | -39.4% | -10.4% |
| 1Y | -9.6% | +87.4% | -96.9% | -18.6% |
| 3Y | -47.2% | +139.8% | -187.0% | -55.1% |
| All | -32.8% | +219.5% | -252.3% | -46.8% |
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