+96.2%
AEP vs ZM
+48.4%
+47.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.6% | +0.7% |
| 7D | +2.0% | +1.6% | +0.4% | +2.0% |
| 30D | +0.5% | -7.7% | +8.2% | +0.5% |
| 3M | -0.3% | -4.7% | +4.3% | -0.3% |
| 6M | -3.5% | +24.4% | -27.9% | -3.4% |
| YTD | +11.3% | +11.8% | -0.5% | +11.3% |
| 1Y | +20.2% | +13.4% | +6.9% | +20.2% |
| 3Y | +79.8% | +33.8% | +45.9% | +79.3% |
| 5Y | +65.6% | -67.2% | +132.7% | +61.0% |
| All | +96.2% | +48.4% | +47.8% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling