+76.6%
AEP vs ZBRA
+35.9%
+40.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.1% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -1.1% | -7.4% | +6.3% | -1.0% |
| 3M | -3.3% | +57.5% | -60.8% | -4.2% |
| 6M | -4.6% | +64.0% | -68.6% | -5.7% |
| YTD | +9.4% | +44.3% | -34.9% | +8.4% |
| 1Y | +16.9% | +10.9% | +6.1% | +16.7% |
| 3Y | +76.6% | +37.5% | +39.1% | +61.7% |
| All | +76.6% | +35.9% | +40.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling