-62.4%
ZTS vs AEP
+64.9%
-127.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.8% | +0.9% | -4.6% | -4.1% |
| 30D | -2.0% | +1.5% | -3.5% | -2.7% |
| 3M | -10.2% | -1.7% | -8.5% | -9.9% |
| 6M | -39.4% | -4.0% | -35.4% | -38.6% |
| YTD | -40.8% | +10.6% | -51.4% | -43.3% |
| 1Y | -50.1% | +18.6% | -68.7% | -53.8% |
| 3Y | -58.9% | +78.7% | -137.6% | -68.0% |
| 5Y | -62.4% | +65.1% | -127.4% | -69.3% |
| All | -62.4% | +64.9% | -127.3% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling