+85.9%
ZTS vs AEIS
+350.2%
-264.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.0% | +23.2% | -22.2% | -2.6% |
| 30D | +12.4% | -17.0% | +29.4% | +15.0% |
| 3M | +13.6% | -32.2% | +45.7% | +19.6% |
| 6M | +9.3% | -32.6% | +41.9% | +12.8% |
| YTD | -32.6% | +9.4% | -42.0% | -38.2% |
| 1Y | -30.0% | +7.7% | -37.7% | -35.8% |
| 3Y | -48.7% | +157.9% | -206.7% | -63.4% |
| 5Y | -59.3% | +154.8% | -214.1% | -71.6% |
| All | +85.9% | +350.2% | -264.4% | -5.7% |
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