-36.7%
ZS vs AEE
+8.8%
-45.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -7.8% | +0.3% | -8.2% | -7.6% |
| 30D | +5.0% | -2.3% | +7.3% | +3.4% |
| 3M | +25.5% | +0.2% | +25.3% | +27.3% |
| 6M | +8.7% | -4.7% | +13.4% | +7.1% |
| YTD | -24.5% | +8.1% | -32.6% | -21.1% |
| 1Y | -36.7% | +8.5% | -45.2% | -34.2% |
| All | -36.7% | +8.8% | -45.5% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling