+55.7%
ZTS vs AEP
+174.9%
-119.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -0.8% | -1.1% | +0.3% | -0.5% |
| 3M | -9.7% | -3.3% | -6.5% | -8.8% |
| 6M | -38.4% | -4.6% | -33.8% | -37.4% |
| YTD | -41.1% | +9.4% | -50.5% | -43.6% |
| 1Y | -50.6% | +16.9% | -67.6% | -54.2% |
| 3Y | -59.1% | +76.6% | -135.8% | -68.5% |
| 5Y | -62.7% | +66.2% | -128.9% | -70.8% |
| All | +55.7% | +174.9% | -119.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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