-60.3%
Z vs AEE
+12.4%
-72.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -6.5% | +3.0% | -9.5% | -6.4% |
| 30D | -0.1% | +11.2% | -11.3% | +1.4% |
| 3M | -14.1% | +7.0% | -21.1% | -14.0% |
| 6M | -30.1% | +5.7% | -35.8% | -29.7% |
| YTD | -57.5% | +16.2% | -73.8% | -55.3% |
| 1Y | -60.3% | +12.0% | -72.4% | -56.1% |
| All | -60.3% | +12.4% | -72.7% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling