+8.5%
AEP vs Z
-59.6%
+68.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +0.7% | -13.1% | +13.8% | +0.3% |
| 30D | +4.8% | +5.9% | -1.1% | +5.5% |
| 3M | +5.4% | -13.7% | +19.0% | +4.8% |
| 6M | +0.4% | -27.1% | +27.5% | -1.3% |
| YTD | +15.5% | -56.8% | +72.3% | +9.6% |
| 1Y | +8.5% | -60.2% | +68.7% | +2.4% |
| All | +8.5% | -59.6% | +68.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling