+86.2%
AEP vs ZETA
+281.0%
-194.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +3.8% | +23.7% | -19.9% | +3.7% |
| 6M | +2.5% | +128.5% | -126.0% | +1.8% |
| YTD | +15.5% | +80.1% | -64.6% | +15.0% |
| 1Y | +9.6% | +98.0% | -88.4% | +8.9% |
| 3Y | +91.2% | +348.6% | -257.4% | +81.4% |
| All | +86.2% | +281.0% | -194.7% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling