-15.6%
Z vs AEE
+222.5%
-238.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.4% |
| 30D | +5.2% | +9.7% | -4.6% | +2.5% |
| 3M | -17.0% | +5.9% | -23.0% | -18.4% |
| 6M | -22.7% | +6.7% | -29.4% | -24.3% |
| YTD | -56.3% | +17.4% | -73.7% | -58.6% |
| 1Y | -57.7% | +12.7% | -70.3% | -59.4% |
| 3Y | -16.5% | +68.2% | -84.8% | -29.9% |
| 5Y | -53.4% | +57.3% | -110.7% | -60.3% |
| All | -15.6% | +222.5% | -238.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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