+390.7%
ZS vs AEE
+147.4%
+243.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.7% |
| 7D | -9.2% | +1.3% | -10.5% | -9.3% |
| 30D | -4.0% | -1.2% | -2.8% | -4.0% |
| 3M | +25.3% | +1.0% | +24.3% | +25.1% |
| 6M | -1.3% | -2.3% | +1.0% | -1.3% |
| YTD | -28.0% | +9.1% | -37.1% | -28.8% |
| 1Y | -42.5% | +10.6% | -53.1% | -43.2% |
| 3Y | +0.7% | +48.5% | -47.8% | -3.7% |
| 5Y | -42.3% | +39.9% | -82.2% | -44.5% |
| All | +390.7% | +147.4% | +243.3% | +398.2% |
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 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