+24.7%
Z vs AEIS
+996.3%
-971.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -3.1% |
| 7D | -3.0% | +3.0% | -6.0% | -4.2% |
| 30D | -4.2% | -14.6% | +10.5% | +1.0% |
| 3M | -3.7% | -12.4% | +8.7% | -4.5% |
| 6M | -24.5% | -15.0% | -9.5% | -26.1% |
| YTD | -49.3% | +34.3% | -83.6% | -61.3% |
| 1Y | -58.7% | +87.4% | -146.0% | -74.0% |
| 3Y | -34.1% | +139.8% | -173.9% | -65.5% |
| 5Y | -64.5% | +220.7% | -285.3% | -84.3% |
| 10Y | -0.5% | +531.6% | -532.1% | -70.7% |
| All | +24.7% | +996.3% | -971.6% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling