-39.6%
AAL vs ZETA
+259.8%
-299.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.5% | +3.0% | +6.5% |
| 7D | +8.3% | +6.2% | +2.0% | +7.0% |
| 30D | +11.0% | -2.0% | +13.0% | +11.4% |
| 3M | -11.2% | +21.7% | -32.9% | -15.1% |
| 6M | +6.1% | +89.1% | -83.1% | -8.8% |
| YTD | -7.6% | +59.3% | -66.9% | -18.7% |
| 1Y | +3.7% | +66.2% | -62.4% | -9.7% |
| 3Y | +20.5% | +297.3% | -276.8% | -22.4% |
| 5Y | -36.4% | +227.5% | -263.9% | -61.2% |
| All | -39.6% | +259.8% | -299.5% | -62.9% |
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 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