-54.1%
Z vs AEIS
+98.8%
-153.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -12.2% | +1.6% | -7.2% |
| 7D | -2.3% | -22.6% | +20.3% | +4.2% |
| 30D | +9.4% | -38.7% | +48.0% | +24.0% |
| 3M | -16.1% | -43.6% | +27.5% | -3.7% |
| 6M | -30.4% | -46.2% | +15.8% | -22.3% |
| YTD | -55.6% | -11.2% | -44.4% | -63.0% |
| 1Y | -58.5% | -17.7% | -40.9% | -64.2% |
| 3Y | -19.6% | +104.1% | -123.7% | -63.3% |
| 5Y | -54.1% | +98.5% | -152.7% | -81.1% |
| All | -54.1% | +98.8% | -153.0% | -81.1% |
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 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