+58.3%
AEP vs ZCMD
-100.0%
+158.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | -0.1% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.1% | -24.8% | +23.7% | -1.0% |
| 3M | -3.3% | -62.8% | +59.5% | -3.4% |
| 6M | -4.6% | -99.5% | +94.9% | -2.9% |
| YTD | +9.4% | -99.8% | +109.2% | +11.6% |
| 1Y | +16.9% | -99.9% | +116.8% | +19.8% |
| 3Y | +76.6% | -100.0% | +176.6% | +82.4% |
| 5Y | +66.2% | -100.0% | +166.2% | +71.8% |
| All | +58.3% | -100.0% | +158.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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