+7.7%
AAL vs ZETA
+84.8%
-77.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.8% |
| 7D | +8.3% | -5.0% | +13.3% | +9.4% |
| 30D | +6.2% | -3.3% | +9.6% | +6.9% |
| 3M | -17.7% | +31.0% | -48.7% | -22.8% |
| 6M | +15.4% | +72.2% | -56.7% | +0.1% |
| YTD | -11.1% | +56.2% | -67.3% | -22.2% |
| 1Y | +7.7% | +90.3% | -82.6% | -13.0% |
| All | +7.7% | +84.8% | -77.0% | -13.0% |
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