-16.1%
Z vs AEIS
+320.4%
-336.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.6% | -4.8% |
| 7D | -4.6% | -11.3% | +6.7% | -1.3% |
| 30D | +8.3% | -32.6% | +40.9% | +22.9% |
| 3M | -11.6% | -39.2% | +27.5% | +2.4% |
| 6M | -33.6% | -45.4% | +11.7% | -23.7% |
| YTD | -56.7% | -5.8% | -50.9% | -63.7% |
| 1Y | -59.1% | -10.0% | -49.1% | -65.1% |
| 3Y | -20.4% | +121.2% | -141.5% | -60.6% |
| 5Y | -55.3% | +110.6% | -165.9% | -77.7% |
| All | -16.1% | +320.4% | -336.4% | -74.9% |
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