+11.8%
AAL vs ZCMD
-100.0%
+111.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -1.1% |
| 7D | -0.1% | -7.7% | +7.6% | -0.1% |
| 30D | +11.7% | -34.8% | +46.5% | +11.6% |
| 3M | -12.5% | -56.3% | +43.8% | -12.7% |
| 6M | +3.6% | -99.7% | +103.3% | +6.0% |
| YTD | -14.1% | -99.9% | +85.8% | -12.2% |
| 1Y | +0.8% | -99.9% | +100.7% | +2.9% |
| 3Y | +11.8% | -100.0% | +111.8% | +18.8% |
| All | +11.8% | -100.0% | +111.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling