+177.9%
AEM vs ZETA
+306.8%
-128.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -6.8% | +18.1% | -25.0% | -7.9% |
| 30D | +0.8% | +13.6% | -12.8% | -0.1% |
| 3M | -0.8% | +23.7% | -24.6% | -2.3% |
| 6M | -8.5% | +128.5% | -137.0% | -13.2% |
| YTD | +5.9% | +80.1% | -74.2% | +1.5% |
| 1Y | +6.6% | +98.0% | -91.4% | +1.5% |
| 3Y | +302.2% | +348.6% | -46.4% | +254.5% |
| 5Y | +250.8% | +286.6% | -35.8% | +200.3% |
| All | +177.9% | +306.8% | -128.9% | +140.6% |
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