-67.5%
ZM vs AEIS
+238.7%
-306.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +0.3% | +6.5% | -6.1% | -1.4% |
| 30D | -10.3% | -9.2% | -1.1% | -8.4% |
| 3M | -0.7% | -8.3% | +7.7% | -1.7% |
| 6M | +24.8% | -6.3% | +31.1% | +18.7% |
| YTD | +11.5% | +36.5% | -25.0% | -10.6% |
| 1Y | +12.3% | +84.8% | -72.4% | -22.8% |
| 3Y | +33.5% | +176.6% | -143.1% | -30.8% |
| 5Y | -67.5% | +237.1% | -304.6% | -86.2% |
| All | -67.5% | +238.7% | -306.2% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling