-62.4%
ZTS vs AEIS
+238.7%
-301.1%
-69.5%
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% | -0.2% |
| 7D | -3.8% | +6.5% | -10.2% | -4.6% |
| 30D | -2.0% | -9.2% | +7.1% | -1.1% |
| 3M | -10.2% | -8.3% | -1.8% | -10.9% |
| 6M | -39.4% | -6.3% | -33.1% | -40.6% |
| YTD | -40.8% | +36.5% | -77.3% | -46.5% |
| 1Y | -50.1% | +84.8% | -134.9% | -58.0% |
| 3Y | -58.9% | +176.6% | -235.5% | -70.0% |
| 5Y | -62.4% | +237.1% | -299.5% | -75.3% |
| All | -62.4% | +238.7% | -301.1% | -75.3% |
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