+414.5%
ZS vs AEIS
+301.5%
+113.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.2% |
| 7D | -7.8% | +3.0% | -10.8% | -8.6% |
| 30D | +5.0% | -14.6% | +19.7% | +9.6% |
| 3M | +25.5% | -12.4% | +38.0% | +26.4% |
| 6M | +8.7% | -15.0% | +23.7% | +7.1% |
| YTD | -24.5% | +34.3% | -58.8% | -38.3% |
| 1Y | -36.7% | +87.4% | -124.1% | -55.1% |
| 3Y | +7.2% | +139.8% | -132.6% | -34.0% |
| 5Y | -40.9% | +220.7% | -261.7% | -67.3% |
| All | +414.5% | +301.5% | +113.1% | +117.8% |
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