+24.7%
Z vs AEE
+258.3%
-233.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 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% | -50.8% |
| 1Y | -58.7% | +8.5% | -67.2% | -60.0% |
| 3Y | -34.1% | +48.9% | -83.0% | -42.6% |
| 5Y | -64.5% | +39.9% | -104.5% | -68.7% |
| 10Y | -0.5% | +186.5% | -187.0% | -22.8% |
| All | +24.7% | +258.3% | -233.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling