+66.4%
AEP vs ZBRA
-40.9%
+107.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -1.0% | -3.8% | +2.8% | -0.8% |
| 30D | -0.1% | -10.2% | +10.1% | +0.5% |
| 3M | -3.2% | +58.7% | -61.9% | -6.3% |
| 6M | -5.3% | +61.9% | -67.2% | -8.7% |
| YTD | +9.5% | +41.7% | -32.1% | +6.5% |
| 1Y | +17.5% | +12.4% | +5.1% | +16.0% |
| 3Y | +77.0% | +34.2% | +42.8% | +67.2% |
| 5Y | +66.4% | -40.8% | +107.1% | +63.5% |
| All | +66.4% | -40.9% | +107.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling