-18.4%
Z vs AEE
+57.6%
-76.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.4% | -10.6% |
| 7D | -2.3% | +2.4% | -4.6% | -2.7% |
| 30D | +9.4% | +10.9% | -1.6% | +7.3% |
| 3M | -16.1% | +4.3% | -20.4% | -16.8% |
| 6M | -30.4% | +2.5% | -32.9% | -30.9% |
| YTD | -55.6% | +15.3% | -70.9% | -57.4% |
| 1Y | -58.5% | +14.6% | -73.1% | -60.1% |
| All | -18.4% | +57.6% | -76.0% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling