+269.3%
ZBH vs AEE
+735.2%
-465.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.3% |
| 7D | -5.2% | +1.3% | -6.5% | -5.7% |
| 30D | -2.4% | -1.2% | -1.2% | -2.0% |
| 3M | +8.3% | +1.0% | +7.2% | +7.8% |
| 6M | +0.7% | -2.3% | +2.9% | +1.4% |
| YTD | +5.3% | +9.1% | -3.8% | +1.3% |
| 1Y | -9.1% | +10.6% | -19.6% | -13.1% |
| 3Y | -19.7% | +48.5% | -68.2% | -32.8% |
| 5Y | -31.3% | +39.9% | -71.1% | -41.5% |
| 10Y | -18.9% | +185.7% | -204.7% | -51.5% |
| All | +269.3% | +735.2% | -465.9% | +30.1% |
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 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