+744.3%
AEP vs ZBH
+272.6%
+471.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +1.6% |
| 7D | +2.0% | -5.2% | +7.2% | +3.1% |
| 30D | +0.5% | -2.4% | +2.9% | +0.9% |
| 3M | -0.3% | +8.3% | -8.6% | -2.3% |
| 6M | -3.5% | +0.7% | -4.1% | -4.2% |
| YTD | +11.3% | +5.3% | +5.9% | +9.3% |
| 1Y | +20.2% | -9.1% | +29.3% | +21.3% |
| 3Y | +79.8% | -19.7% | +99.5% | +84.5% |
| 5Y | +65.6% | -31.3% | +96.8% | +73.7% |
| 10Y | +169.3% | -18.9% | +188.2% | +161.9% |
| All | +744.3% | +272.6% | +471.7% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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