-32.5%
AAL vs ZETA
+343.0%
-375.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -19.0% | +15.6% | -34.6% | -21.7% |
| 3M | -5.1% | +41.5% | -46.6% | -12.7% |
| 6M | +15.5% | +63.4% | -48.0% | +1.7% |
| YTD | -15.8% | +51.3% | -67.1% | -25.2% |
| 1Y | -0.3% | +65.8% | -66.1% | -13.9% |
| 3Y | -7.7% | +279.2% | -286.8% | -41.3% |
| 5Y | -32.5% | +341.8% | -374.3% | -59.9% |
| All | -32.5% | +343.0% | -375.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling