-64.8%
Z vs AEE
+40.8%
-105.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -4.2% | -2.3% | -1.9% | -3.7% |
| 3M | -3.7% | +0.2% | -3.9% | -4.0% |
| 6M | -24.5% | -4.7% | -19.8% | -23.8% |
| YTD | -49.3% | +8.1% | -57.4% | -50.9% |
| 1Y | -58.7% | +8.5% | -67.2% | -60.0% |
| 3Y | -34.1% | +48.9% | -83.0% | -43.2% |
| All | -64.8% | +40.8% | -105.6% | -70.9% |
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