+54.1%
ZM vs AEIS
+412.6%
-358.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.9% |
| 7D | -5.7% | +2.3% | -7.9% | -6.2% |
| 30D | -9.1% | -14.8% | +5.7% | -6.5% |
| 3M | +3.5% | -15.6% | +19.1% | +5.1% |
| 6M | +25.7% | -8.7% | +34.4% | +22.9% |
| YTD | +10.8% | +37.3% | -26.6% | -3.2% |
| 1Y | +12.8% | +80.3% | -67.6% | -9.2% |
| 3Y | +33.1% | +177.9% | -144.8% | -7.7% |
| 5Y | -68.3% | +235.8% | -304.1% | -79.1% |
| All | +54.1% | +412.6% | -358.5% | -1.5% |
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