-44.0%
AAL vs ZETA
+247.9%
-292.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | -3.7% | +2.7% | -6.4% | -4.4% |
| 30D | -20.8% | +15.8% | -36.6% | -23.5% |
| 3M | -1.3% | +35.4% | -36.7% | -8.2% |
| 6M | +5.4% | +67.1% | -61.7% | -7.3% |
| YTD | -14.4% | +54.1% | -68.4% | -23.9% |
| 1Y | +2.1% | +67.8% | -65.7% | -11.7% |
| 3Y | -10.6% | +311.4% | -322.0% | -43.0% |
| 5Y | -32.2% | +324.8% | -357.0% | -58.8% |
| All | -44.0% | +247.9% | -292.0% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling