+1.4%
AAL vs ZETA
+63.2%
-61.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.4% |
| 30D | -13.7% | +10.5% | -24.2% | -15.9% |
| 3M | -8.2% | +44.3% | -52.5% | -16.3% |
| 6M | +13.1% | +59.4% | -46.3% | -1.1% |
| YTD | -15.6% | +49.5% | -65.1% | -25.8% |
| 1Y | +1.4% | +62.7% | -61.3% | -15.2% |
| All | +1.4% | +63.2% | -61.8% | -15.2% |
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