+206.3%
AEM vs ZETA
+239.2%
-32.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.0% | -6.5% | +1.4% | -4.7% |
| 30D | +8.5% | +4.8% | +3.6% | +8.1% |
| 3M | +29.3% | +53.3% | -24.1% | +25.8% |
| 6M | -12.9% | +66.8% | -79.7% | -15.8% |
| YTD | +16.8% | +50.2% | -33.4% | +13.2% |
| 1Y | +29.8% | +62.0% | -32.2% | +25.1% |
| 3Y | +336.7% | +276.4% | +60.4% | +289.5% |
| 5Y | +299.9% | +341.6% | -41.7% | +240.8% |
| All | +206.3% | +239.2% | -32.9% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling