+39.2%
AEM vs ZETA
+68.7%
-29.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.6% |
| 7D | -0.5% | +2.7% | -3.2% | -0.9% |
| 30D | +24.0% | +15.8% | +8.2% | +21.4% |
| 3M | +16.1% | +35.4% | -19.3% | +11.5% |
| 6M | -11.6% | +67.1% | -78.7% | -17.3% |
| YTD | +21.5% | +54.1% | -32.5% | +14.5% |
| 1Y | +39.2% | +67.8% | -28.6% | +27.6% |
| All | +39.2% | +68.7% | -29.5% | +27.6% |
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