+158.2%
AEP vs ZS
+599.9%
-441.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | -2.6% | +5.5% | +2.9% |
| 30D | +3.2% | -12.8% | +16.0% | +3.2% |
| 3M | +3.8% | +2.3% | +1.5% | +3.8% |
| 6M | +2.5% | +26.3% | -23.8% | +2.5% |
| YTD | +15.5% | -14.4% | +29.9% | +15.8% |
| 1Y | +9.6% | -37.6% | +47.2% | +10.2% |
| 3Y | +91.2% | +8.0% | +83.1% | +90.4% |
| 5Y | +88.2% | -44.9% | +133.1% | +86.8% |
| All | +158.2% | +599.9% | -441.6% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling