-17.4%
ZBH vs AEE
+191.1%
-208.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -4.7% | -0.8% | -3.9% | -4.4% |
| 30D | -4.5% | -2.9% | -1.6% | -3.5% |
| 3M | +7.6% | -2.4% | +10.0% | +8.5% |
| 6M | +0.3% | -2.7% | +3.0% | +1.1% |
| YTD | +4.5% | +7.3% | -2.7% | +1.7% |
| 1Y | -9.4% | +7.5% | -16.9% | -11.9% |
| 3Y | -21.5% | +46.2% | -67.7% | -32.0% |
| 5Y | -28.4% | +39.7% | -68.1% | -37.4% |
| All | -17.4% | +191.1% | -208.5% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling