+44.5%
AEP vs ZYBT
-57.8%
+102.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -1.0% | -2.5% | +1.5% | -1.0% |
| 30D | -0.1% | -1.2% | +1.2% | -0.1% |
| 3M | -3.2% | +76.7% | -79.9% | -2.4% |
| 6M | -5.3% | +103.6% | -108.9% | -4.5% |
| YTD | +9.5% | +38.3% | -28.7% | +10.5% |
| 1Y | +17.5% | -84.7% | +102.2% | +18.6% |
| All | +44.5% | -57.8% | +102.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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