+2,137.8%
AEP vs ZBRA
+8,965.3%
-6,827.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +1.0% |
| 7D | +2.0% | +2.6% | -0.6% | +1.8% |
| 30D | +0.5% | -6.4% | +6.9% | +1.0% |
| 3M | -0.3% | +51.3% | -51.6% | -4.0% |
| 6M | -3.5% | +60.5% | -64.0% | -7.7% |
| YTD | +11.3% | +45.2% | -33.9% | +7.1% |
| 1Y | +20.2% | +12.3% | +7.9% | +17.9% |
| 3Y | +79.8% | +37.5% | +42.3% | +70.9% |
| 5Y | +65.6% | -39.2% | +104.8% | +66.4% |
| 10Y | +169.3% | +417.0% | -247.7% | +122.1% |
| All | +2,137.8% | +8,965.3% | -6,827.5% | +1,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling