-100.0%
ZCMD vs AEE
+38.7%
-138.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.1% |
| 7D | -5.4% | -0.8% | -4.7% | -5.5% |
| 30D | -24.8% | -2.9% | -21.9% | -24.9% |
| 3M | -62.8% | -2.4% | -60.4% | -63.0% |
| 6M | -99.5% | -2.7% | -96.8% | -99.5% |
| YTD | -99.8% | +7.3% | -107.0% | -99.8% |
| 1Y | -99.9% | +7.5% | -107.5% | -99.9% |
| 3Y | -100.0% | +46.2% | -146.2% | -100.0% |
| All | -100.0% | +38.7% | -138.6% | -100.0% |
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