+238.8%
AEP vs Z
+6.6%
+232.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +0.7% | -13.1% | +13.8% | +1.3% |
| 30D | +4.8% | +5.9% | -1.1% | +4.5% |
| 3M | +5.4% | -13.7% | +19.0% | +5.8% |
| 6M | +0.4% | -27.1% | +27.5% | +1.4% |
| YTD | +15.5% | -56.8% | +72.3% | +19.0% |
| 1Y | +8.5% | -60.2% | +68.7% | +12.2% |
| 3Y | +84.6% | -19.7% | +104.3% | +82.5% |
| 5Y | +86.9% | -53.7% | +140.6% | +86.2% |
| 10Y | +205.1% | -16.9% | +222.0% | +179.8% |
| All | +238.8% | +6.6% | +232.2% | +206.5% |
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