+55.5%
ZTS vs AEE
+191.3%
-135.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | -3.3% | -2.0% | -1.3% | -2.6% |
| 3M | -9.7% | -2.8% | -6.9% | -8.9% |
| 6M | -38.8% | -3.6% | -35.3% | -38.1% |
| YTD | -41.2% | +7.3% | -48.5% | -43.3% |
| 1Y | -50.3% | +8.7% | -59.0% | -52.4% |
| 3Y | -59.1% | +46.0% | -105.2% | -66.1% |
| 5Y | -62.8% | +39.8% | -102.5% | -68.7% |
| All | +55.5% | +191.3% | -135.8% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling