+85.4%
AEP vs ZETA
+306.8%
-221.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +2.9% | +18.1% | -15.2% | +2.8% |
| 30D | +3.2% | +13.6% | -10.4% | +3.2% |
| 3M | +3.8% | +23.7% | -19.9% | +3.7% |
| 6M | +2.5% | +128.5% | -126.0% | +2.1% |
| YTD | +15.5% | +80.1% | -64.6% | +15.1% |
| 1Y | +9.6% | +98.0% | -88.4% | +9.1% |
| 3Y | +91.2% | +348.6% | -257.4% | +84.2% |
| 5Y | +88.2% | +286.6% | -198.4% | +82.1% |
| All | +85.4% | +306.8% | -221.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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