-8.2%
AAL vs ZS
+2.4%
-10.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | -0.2% |
| 7D | -1.3% | -3.8% | +2.5% | -0.7% |
| 30D | -13.7% | -6.0% | -7.7% | -13.0% |
| 3M | -8.2% | +32.0% | -40.2% | -13.5% |
| 6M | +13.1% | +2.1% | +11.0% | +8.8% |
| YTD | -15.6% | -26.2% | +10.6% | -11.9% |
| 1Y | +1.4% | -41.2% | +42.6% | +11.9% |
| All | -8.2% | +2.4% | -10.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 3y: compounded portfolio wealth divided by compounded ZS 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…
3y analysis · Full analysis span regression · 6 months rolling