+92.9%
AEP vs ZM
+47.0%
+45.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.7% | -1.0% |
| 30D | -1.1% | -9.1% | +8.0% | -1.1% |
| 3M | -3.3% | +3.5% | -6.8% | -3.3% |
| 6M | -4.6% | +25.7% | -30.3% | -4.6% |
| YTD | +9.4% | +10.8% | -1.3% | +9.4% |
| 1Y | +16.9% | +12.8% | +4.2% | +16.9% |
| 3Y | +76.6% | +33.1% | +43.5% | +76.1% |
| 5Y | +66.2% | -68.3% | +134.5% | +61.5% |
| All | +92.9% | +47.0% | +45.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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