+77.4%
AEP vs ZETA
+247.9%
-170.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | +1.8% | +2.7% | -0.9% | +1.8% |
| 30D | -0.8% | +15.8% | -16.6% | -0.9% |
| 3M | -1.8% | +35.4% | -37.3% | -1.9% |
| 6M | -5.4% | +67.1% | -72.5% | -5.6% |
| YTD | +10.4% | +54.1% | -43.6% | +10.2% |
| 1Y | +18.2% | +67.8% | -49.7% | +17.7% |
| 3Y | +79.0% | +311.4% | -232.5% | +72.2% |
| 5Y | +64.8% | +324.8% | -260.0% | +60.1% |
| All | +77.4% | +247.9% | -170.6% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling