+65.6%
AEP vs Z
-67.0%
+132.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.2% | +0.9% |
| 7D | +2.0% | -3.3% | +5.3% | +2.1% |
| 30D | +0.5% | -3.7% | +4.2% | +0.6% |
| 3M | -0.3% | -7.0% | +6.7% | -0.2% |
| 6M | -3.5% | -29.5% | +26.0% | -2.5% |
| YTD | +11.3% | -52.6% | +63.8% | +14.1% |
| 1Y | +20.2% | -64.0% | +84.2% | +24.7% |
| 3Y | +79.8% | -36.4% | +116.2% | +78.8% |
| 5Y | +65.6% | -65.8% | +131.3% | +57.3% |
| All | +65.6% | -67.0% | +132.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling