+9.2%
Z vs AEE
+282.3%
-273.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.4% | -10.6% |
| 7D | -2.3% | +2.4% | -4.6% | -2.8% |
| 30D | +9.4% | +10.9% | -1.6% | +6.3% |
| 3M | -16.1% | +4.3% | -20.4% | -17.0% |
| 6M | -30.4% | +2.5% | -32.9% | -31.1% |
| YTD | -55.6% | +15.3% | -70.9% | -57.7% |
| 1Y | -58.5% | +14.6% | -73.1% | -60.4% |
| 3Y | -19.6% | +57.5% | -77.1% | -30.9% |
| 5Y | -54.1% | +52.9% | -107.0% | -60.5% |
| 10Y | -12.1% | +205.0% | -217.1% | -32.9% |
| All | +9.2% | +282.3% | -273.1% | -24.2% |
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 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