-14.5%
Z vs AEIS
+358.4%
-373.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.3% | -7.5% | -0.5% |
| 7D | -5.2% | +1.0% | -6.1% | -6.8% |
| 30D | +5.7% | -24.0% | +29.8% | +14.5% |
| 3M | -8.7% | -32.5% | +23.8% | +1.5% |
| 6M | -26.0% | -38.6% | +12.6% | -18.8% |
| YTD | -55.0% | +4.8% | -59.9% | -63.9% |
| 1Y | -58.0% | +1.3% | -59.3% | -65.8% |
| 3Y | -15.2% | +159.2% | -174.4% | -60.9% |
| 5Y | -53.8% | +140.8% | -194.6% | -78.3% |
| 10Y | -14.5% | +349.8% | -364.3% | -75.2% |
| All | -14.5% | +358.4% | -373.0% | -75.2% |
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