-60.2%
Z vs AEIS
+6.8%
-67.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +2.1% |
| 7D | -13.1% | +9.5% | -22.5% | -12.4% |
| 30D | +5.9% | -17.5% | +23.4% | +4.2% |
| 3M | -13.7% | -29.3% | +15.6% | -15.8% |
| 6M | -27.1% | -34.7% | +7.6% | -29.1% |
| YTD | -56.8% | +10.7% | -67.5% | -58.5% |
| 1Y | -60.2% | +7.4% | -67.6% | -61.4% |
| All | -60.2% | +6.8% | -67.0% | -61.4% |
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