-39.9%
AAL vs ZETA
+318.9%
-358.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -1.6% |
| 7D | +3.4% | +18.8% | -15.3% | -0.3% |
| 30D | +11.7% | +12.6% | -0.9% | +8.8% |
| 3M | -7.8% | +29.5% | -37.3% | -13.1% |
| 6M | +10.2% | +128.6% | -118.3% | -9.1% |
| YTD | -8.0% | +85.5% | -93.5% | -21.6% |
| 1Y | +8.5% | +90.6% | -82.1% | -8.3% |
| 3Y | +19.5% | +358.0% | -338.5% | -25.4% |
| 5Y | -33.9% | +282.0% | -315.9% | -61.0% |
| All | -39.9% | +318.9% | -358.8% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling