-100.0%
ZCMD vs AEE
+52.5%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | -21.6% | -1.2% | -20.3% | -21.5% |
| 3M | -67.4% | +1.0% | -68.4% | -67.6% |
| 6M | -99.4% | -2.3% | -97.2% | -99.4% |
| YTD | -99.7% | +9.1% | -108.9% | -99.7% |
| 1Y | -99.9% | +10.6% | -110.4% | -99.9% |
| 3Y | -100.0% | +48.5% | -148.5% | -100.0% |
| 5Y | -100.0% | +39.9% | -139.9% | -100.0% |
| All | -100.0% | +52.5% | -152.5% | -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 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