+234.0%
AEP vs Z
+10.9%
+223.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.3% |
| 7D | -1.5% | -5.2% | +3.6% | -1.4% |
| 30D | +4.5% | +5.7% | -1.2% | +4.2% |
| 3M | +2.8% | -8.7% | +11.6% | +3.0% |
| 6M | -0.7% | -26.0% | +25.3% | +0.3% |
| YTD | +13.8% | -55.0% | +68.9% | +17.2% |
| 1Y | +9.0% | -58.0% | +66.9% | +12.4% |
| 3Y | +83.0% | -15.2% | +98.2% | +80.5% |
| 5Y | +83.3% | -53.8% | +137.1% | +82.6% |
| 10Y | +194.6% | -14.5% | +209.1% | +169.9% |
| All | +234.0% | +10.9% | +223.1% | +201.6% |
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