-67.1%
ZM vs AEE
+38.7%
-105.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.7% | -0.8% | -4.9% | -5.6% |
| 30D | -9.1% | -2.9% | -6.2% | -8.8% |
| 3M | +3.5% | -2.4% | +5.9% | +3.7% |
| 6M | +25.7% | -2.7% | +28.4% | +25.7% |
| YTD | +10.8% | +7.3% | +3.5% | +8.5% |
| 1Y | +12.8% | +7.5% | +5.2% | +10.3% |
| 3Y | +33.1% | +46.2% | -13.1% | +19.8% |
| All | -67.1% | +38.7% | -105.7% | -70.1% |
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 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