+87.8%
ZTS vs AEP
+207.1%
-119.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | +2.9% | +2.7% | +4.4% |
| 30D | +12.1% | +3.2% | +8.9% | +10.7% |
| 3M | +11.3% | +3.8% | +7.5% | +9.4% |
| 6M | +14.3% | +2.5% | +11.8% | +12.8% |
| YTD | -31.9% | +15.5% | -47.4% | -36.2% |
| 1Y | -29.3% | +9.6% | -38.9% | -32.3% |
| 3Y | -48.0% | +91.2% | -139.2% | -61.4% |
| 5Y | -58.9% | +88.2% | -147.1% | -69.5% |
| All | +87.8% | +207.1% | -119.3% | +25.9% |
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