-59.3%
ZTS vs AEE
+56.1%
-115.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +13.6% | +5.1% | +8.5% | +11.2% |
| 6M | +9.3% | +5.2% | +4.2% | +6.8% |
| YTD | -32.6% | +16.1% | -48.7% | -37.0% |
| 1Y | -30.0% | +10.4% | -40.5% | -33.2% |
| 3Y | -48.7% | +63.1% | -111.9% | -59.1% |
| 5Y | -59.3% | +55.6% | -114.9% | -66.2% |
| All | -59.3% | +56.1% | -115.4% | -66.2% |
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 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