-17.4%
ZBH vs AEIS
+562.2%
-579.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.2% |
| 7D | -4.7% | +2.3% | -6.9% | -5.1% |
| 30D | -4.5% | -14.8% | +10.3% | -2.1% |
| 3M | +7.6% | -15.6% | +23.2% | +8.6% |
| 6M | +0.3% | -8.7% | +9.0% | -1.6% |
| YTD | +4.5% | +37.3% | -32.8% | -7.0% |
| 1Y | -9.4% | +80.3% | -89.7% | -25.7% |
| 3Y | -21.5% | +177.9% | -199.4% | -44.7% |
| 5Y | -28.4% | +235.8% | -264.2% | -53.6% |
| All | -17.4% | +562.2% | -579.6% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling