-52.3%
Z vs AEE
+58.3%
-110.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | -5.2% | +2.3% | -7.5% | -5.7% |
| 30D | +5.7% | +11.6% | -5.9% | +2.7% |
| 3M | -8.7% | +5.5% | -14.2% | -10.1% |
| 6M | -26.0% | +6.0% | -32.0% | -27.4% |
| YTD | -55.0% | +16.6% | -71.6% | -57.4% |
| 1Y | -58.0% | +12.1% | -70.0% | -59.7% |
| 3Y | -15.2% | +64.2% | -79.4% | -29.8% |
| All | -52.3% | +58.3% | -110.6% | -60.5% |
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