-48.6%
ZTS vs AEE
+63.2%
-111.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +12.4% | +8.8% | +3.6% | +9.3% |
| 3M | +13.6% | +5.1% | +8.5% | +11.6% |
| 6M | +9.3% | +5.2% | +4.2% | +7.2% |
| YTD | -32.6% | +16.1% | -48.7% | -36.2% |
| 1Y | -30.0% | +10.4% | -40.5% | -32.6% |
| All | -48.6% | +63.2% | -111.8% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling