-30.4%
Z vs AEIS
-47.1%
+16.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -12.2% | +1.6% | -12.8% |
| 7D | -2.3% | -22.6% | +20.3% | -6.7% |
| 30D | +9.4% | -38.7% | +48.0% | +1.5% |
| 3M | -16.1% | -43.6% | +27.5% | -22.8% |
| 6M | -30.4% | -46.2% | +15.8% | -37.1% |
| All | -30.4% | -47.1% | +16.6% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling