-58.7%
ZTS vs AEP
+80.6%
-139.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -4.8% | +2.0% | -6.8% | -5.4% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | -6.0% | -0.3% | -5.7% | -6.2% |
| 6M | -38.7% | -3.5% | -35.3% | -38.2% |
| YTD | -40.6% | +11.3% | -51.9% | -42.8% |
| 1Y | -50.6% | +20.2% | -70.8% | -54.0% |
| 3Y | -58.7% | +79.8% | -138.5% | -66.4% |
| All | -58.7% | +80.6% | -139.3% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling