-64.8%
Z vs AEIS
+219.5%
-284.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.9% |
| 7D | -3.0% | +3.0% | -6.0% | -4.0% |
| 30D | -4.2% | -14.6% | +10.5% | 0.0% |
| 3M | -3.7% | -12.4% | +8.7% | -4.7% |
| 6M | -24.5% | -15.0% | -9.5% | -26.1% |
| YTD | -49.3% | +34.3% | -83.6% | -61.5% |
| 1Y | -58.7% | +87.4% | -146.0% | -74.7% |
| 3Y | -34.1% | +139.8% | -173.9% | -67.5% |
| All | -64.8% | +219.5% | -284.3% | -86.9% |
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 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