-58.0%
Z vs AEIS
-2.1%
-55.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.3% | -7.5% | +4.9% |
| 7D | -5.2% | +1.0% | -6.1% | -5.2% |
| 30D | +5.7% | -24.0% | +29.8% | +3.3% |
| 3M | -8.7% | -32.5% | +23.8% | -11.4% |
| 6M | -26.0% | -38.6% | +12.6% | -28.4% |
| YTD | -55.0% | +4.8% | -59.9% | -56.8% |
| All | -58.0% | -2.1% | -55.9% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling