+147.0%
AEP vs ZS
+517.5%
-370.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.2% |
| 7D | +1.8% | -7.8% | +9.6% | +1.8% |
| 30D | -0.8% | +5.0% | -5.8% | -0.8% |
| 3M | -1.8% | +25.5% | -27.4% | -1.9% |
| 6M | -5.4% | +8.7% | -14.1% | -5.3% |
| YTD | +10.4% | -24.5% | +35.0% | +10.7% |
| 1Y | +18.2% | -36.7% | +54.9% | +18.6% |
| 3Y | +79.0% | +7.2% | +71.7% | +77.9% |
| 5Y | +64.8% | -40.9% | +105.8% | +63.3% |
| All | +147.0% | +517.5% | -370.5% | +138.4% |
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