+170.5%
AEP vs ZBRA
+435.2%
-264.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.7% |
| 30D | -1.1% | -7.4% | +6.3% | -0.4% |
| 3M | -3.3% | +57.5% | -60.8% | -7.5% |
| 6M | -4.6% | +64.0% | -68.6% | -9.4% |
| YTD | +9.4% | +44.3% | -34.9% | +5.0% |
| 1Y | +16.9% | +10.9% | +6.1% | +14.8% |
| 3Y | +76.6% | +37.5% | +39.1% | +65.8% |
| 5Y | +66.2% | -39.7% | +105.9% | +68.2% |
| All | +170.5% | +435.2% | -264.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling