+2.1%
AAL vs ZETA
+68.7%
-66.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | -3.7% | +2.7% | -6.4% | -4.5% |
| 30D | -20.8% | +15.8% | -36.6% | -23.6% |
| 3M | -1.3% | +35.4% | -36.7% | -8.7% |
| 6M | +5.4% | +67.1% | -61.7% | -8.9% |
| YTD | -14.4% | +54.1% | -68.4% | -25.2% |
| 1Y | +2.1% | +67.8% | -65.7% | -15.1% |
| All | +2.1% | +68.7% | -66.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling