+144.7%
AEP vs ZS
+498.3%
-353.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | -1.1% | -7.2% | +6.1% | -1.1% |
| 3M | -3.3% | +30.5% | -33.8% | -3.3% |
| 6M | -4.6% | +7.0% | -11.6% | -4.6% |
| YTD | +9.4% | -26.8% | +36.3% | +9.7% |
| 1Y | +16.9% | -42.6% | +59.5% | +17.4% |
| 3Y | +76.6% | -0.3% | +76.9% | +75.7% |
| 5Y | +66.2% | -39.2% | +105.4% | +64.5% |
| All | +144.7% | +498.3% | -353.6% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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