-56.3%
Z vs AEE
+52.8%
-109.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -4.6% | +2.1% | -6.6% | -5.0% |
| 30D | +8.3% | +11.4% | -3.1% | +5.3% |
| 3M | -11.6% | +5.0% | -16.6% | -12.8% |
| 6M | -33.6% | +4.4% | -38.1% | -34.6% |
| YTD | -56.7% | +15.4% | -72.1% | -58.8% |
| 1Y | -59.1% | +13.8% | -72.9% | -61.0% |
| 3Y | -20.4% | +58.0% | -78.4% | -33.0% |
| All | -56.3% | +52.8% | -109.2% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling