+87.8%
ZTS vs AEE
+222.5%
-134.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +5.6% | +1.7% | +3.9% | +4.8% |
| 30D | +12.1% | +9.7% | +2.3% | +7.6% |
| 3M | +11.3% | +5.9% | +5.3% | +8.4% |
| 6M | +14.3% | +6.7% | +7.6% | +10.7% |
| YTD | -31.9% | +17.4% | -49.2% | -36.9% |
| 1Y | -29.3% | +12.7% | -41.9% | -33.3% |
| 3Y | -48.0% | +68.2% | -116.3% | -59.7% |
| 5Y | -58.9% | +57.3% | -116.2% | -67.3% |
| All | +87.8% | +222.5% | -134.7% | +24.4% |
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