+75.9%
AEP vs ZETA
+239.2%
-163.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -1.0% | -6.5% | +5.5% | -1.0% |
| 30D | -0.1% | +4.8% | -4.9% | -0.1% |
| 3M | -3.2% | +53.3% | -56.5% | -3.4% |
| 6M | -5.3% | +66.8% | -72.1% | -5.6% |
| YTD | +9.5% | +50.2% | -40.6% | +9.3% |
| 1Y | +17.5% | +62.0% | -44.5% | +17.0% |
| 3Y | +77.0% | +276.4% | -199.4% | +70.5% |
| 5Y | +66.4% | +341.6% | -275.2% | +61.9% |
| All | +75.9% | +239.2% | -163.3% | +72.4% |
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