-62.4%
ZTS vs AEM
+296.4%
-358.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.8% | +3.0% | -6.8% | -4.0% |
| 30D | -2.0% | +12.5% | -14.5% | -3.3% |
| 3M | -10.2% | +26.9% | -37.1% | -12.7% |
| 6M | -39.4% | -9.4% | -30.0% | -38.7% |
| YTD | -40.8% | +20.3% | -61.1% | -42.5% |
| 1Y | -50.1% | +33.8% | -83.9% | -52.4% |
| 3Y | -58.9% | +349.8% | -408.7% | -68.3% |
| 5Y | -62.4% | +301.0% | -363.4% | -71.5% |
| All | -62.4% | +296.4% | -358.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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