+18.6%
AEP vs Z
-64.1%
+82.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | +0.9% | -7.1% | +7.9% | +0.3% |
| 30D | +1.5% | -4.8% | +6.3% | +1.2% |
| 3M | -1.7% | -9.3% | +7.7% | -2.2% |
| 6M | -4.0% | -29.0% | +24.9% | -6.6% |
| YTD | +10.6% | -52.9% | +63.5% | +3.3% |
| 1Y | +18.6% | -63.1% | +81.8% | +8.1% |
| All | +18.6% | -64.1% | +82.8% | +8.1% |
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