+174.6%
ZTS vs AEP
+348.6%
-174.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.0% | +1.8% | -3.8% | -2.6% |
| 30D | +1.9% | -0.8% | +2.7% | +2.1% |
| 3M | -4.0% | -1.8% | -2.2% | -3.6% |
| 6M | -39.1% | -5.4% | -33.8% | -38.1% |
| YTD | -38.8% | +10.4% | -49.3% | -41.3% |
| 1Y | -49.6% | +18.2% | -67.7% | -53.0% |
| 3Y | -59.0% | +79.0% | -137.9% | -67.5% |
| 5Y | -61.8% | +64.8% | -126.6% | -69.0% |
| 10Y | +61.4% | +170.8% | -109.4% | +15.4% |
| All | +174.6% | +348.6% | -174.0% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling