+174.6%
ZTS vs AEE
+405.0%
-230.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.9% | -2.3% | +4.2% | +2.7% |
| 3M | -4.0% | +0.2% | -4.2% | -4.3% |
| 6M | -39.1% | -4.7% | -34.4% | -38.1% |
| YTD | -38.8% | +8.1% | -46.9% | -40.9% |
| 1Y | -49.6% | +8.5% | -58.1% | -51.4% |
| 3Y | -59.0% | +48.9% | -107.9% | -65.5% |
| 5Y | -61.8% | +39.9% | -101.7% | -67.2% |
| 10Y | +61.4% | +186.5% | -125.1% | +13.9% |
| All | +174.6% | +405.0% | -230.4% | +63.2% |
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