-38.6%
ZS vs AEE
+38.7%
-77.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -3.1% | -0.8% | -2.3% | -3.1% |
| 30D | -7.2% | -2.9% | -4.3% | -7.3% |
| 3M | +30.5% | -2.4% | +32.9% | +30.3% |
| 6M | +7.0% | -2.7% | +9.7% | +6.8% |
| YTD | -26.8% | +7.3% | -34.1% | -27.4% |
| 1Y | -42.6% | +7.5% | -50.2% | -43.1% |
| 3Y | -0.3% | +46.2% | -46.5% | -3.5% |
| All | -38.6% | +38.7% | -77.2% | -37.3% |
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