+61.0%
ZM vs AEIS
+292.0%
-231.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.9% |
| 7D | +11.0% | +11.5% | -0.5% | +8.5% |
| 30D | +5.6% | -15.8% | +21.4% | +8.6% |
| 3M | -9.1% | -33.3% | +24.2% | -2.8% |
| 6M | -2.6% | -35.2% | +32.6% | +2.6% |
| YTD | +15.7% | +5.0% | +10.6% | +5.6% |
| 1Y | +18.8% | +8.5% | +10.3% | +7.3% |
| 3Y | +62.2% | +152.9% | -90.7% | +12.3% |
| 5Y | -60.9% | +144.6% | -205.5% | -72.9% |
| All | +61.0% | +292.0% | -231.1% | +7.4% |
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