+224.0%
AEP vs Z
+25.1%
+198.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | -0.1% |
| 7D | +1.8% | -3.0% | +4.8% | +1.9% |
| 30D | -0.8% | -4.2% | +3.4% | -0.7% |
| 3M | -1.8% | -3.7% | +1.9% | -1.8% |
| 6M | -5.4% | -24.5% | +19.1% | -4.5% |
| YTD | +10.4% | -49.3% | +59.7% | +13.3% |
| 1Y | +18.2% | -58.7% | +76.8% | +22.1% |
| 3Y | +79.0% | -34.1% | +113.1% | +78.9% |
| 5Y | +64.8% | -64.5% | +129.4% | +66.0% |
| 10Y | +170.8% | -0.5% | +171.3% | +146.8% |
| All | +224.0% | +25.1% | +198.9% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling