-31.7%
AAL vs ZCMD
-100.0%
+68.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -13.7% | -22.7% | +9.0% | -13.8% |
| 3M | -8.2% | -62.5% | +54.3% | -7.2% |
| 6M | +13.1% | -99.5% | +112.6% | +15.6% |
| YTD | -15.6% | -99.7% | +84.1% | -13.7% |
| 1Y | +1.4% | -99.9% | +101.3% | +3.5% |
| 3Y | -7.4% | -100.0% | +92.6% | -4.4% |
| All | -31.7% | -100.0% | +68.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling