+78.6%
AEP vs ZCMD
-100.0%
+178.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | +1.5% | -22.7% | +24.2% | +1.5% |
| 3M | -1.7% | -62.5% | +60.8% | -1.6% |
| 6M | -4.0% | -99.5% | +95.4% | -2.6% |
| YTD | +10.6% | -99.7% | +110.3% | +12.4% |
| 1Y | +18.6% | -99.9% | +118.5% | +20.8% |
| All | +78.6% | -100.0% | +178.5% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling