+284.4%
ZBH vs AEIS
+895.1%
-610.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | -2.8% | +3.0% | -5.8% | -3.3% |
| 30D | -0.1% | -14.6% | +14.6% | +1.9% |
| 3M | +13.4% | -12.4% | +25.9% | +13.5% |
| 6M | +3.0% | -15.0% | +17.9% | +2.7% |
| YTD | +9.7% | +34.3% | -24.6% | +1.4% |
| 1Y | -5.4% | +87.4% | -92.8% | -18.1% |
| 3Y | -15.6% | +139.8% | -155.3% | -31.6% |
| 5Y | -28.1% | +220.7% | -248.9% | -45.3% |
| 10Y | -15.2% | +531.6% | -546.8% | -44.6% |
| All | +284.4% | +895.1% | -610.6% | +89.9% |
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