+205.7%
ZTS vs AEP
+369.0%
-163.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | +2.9% | +2.7% | +4.5% |
| 30D | +12.1% | +3.2% | +8.9% | +10.8% |
| 3M | +11.3% | +3.8% | +7.5% | +9.6% |
| 6M | +14.3% | +2.5% | +11.8% | +13.0% |
| YTD | -31.9% | +15.5% | -47.4% | -35.7% |
| 1Y | -29.3% | +9.6% | -38.9% | -32.0% |
| 3Y | -48.0% | +91.2% | -139.2% | -59.8% |
| 5Y | -58.9% | +88.2% | -147.1% | -68.2% |
| 10Y | +81.7% | +205.1% | -123.4% | +26.1% |
| All | +205.7% | +369.0% | -163.3% | +87.0% |
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