-24.5%
Z vs AEIS
-13.7%
-10.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.0% |
| 7D | -3.0% | +3.0% | -6.0% | -2.8% |
| 30D | -4.2% | -14.6% | +10.5% | -4.9% |
| 3M | -3.7% | -12.4% | +8.7% | -6.0% |
| 6M | -24.5% | -15.0% | -9.5% | -27.2% |
| All | -24.5% | -13.7% | -10.8% | -27.2% |
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