-32.2%
AAL vs ZCMD
-100.0%
+67.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -16.0% | -19.8% | +3.9% | -16.0% |
| 3M | -4.2% | -62.1% | +57.8% | -3.2% |
| 6M | +15.7% | -99.5% | +115.1% | +18.2% |
| YTD | -16.2% | -99.7% | +83.6% | -14.3% |
| 1Y | +0.2% | -99.9% | +100.1% | +2.3% |
| 3Y | -8.1% | -100.0% | +91.9% | -5.1% |
| 5Y | -32.2% | -100.0% | +67.8% | -28.1% |
| All | -32.2% | -100.0% | +67.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZCMD 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling