+29.8%
AEM vs ZETA
+61.8%
-31.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -5.0% | -6.5% | +1.4% | -4.2% |
| 30D | +8.5% | +4.8% | +3.6% | +7.6% |
| 3M | +29.3% | +53.3% | -24.1% | +22.2% |
| 6M | -12.9% | +66.8% | -79.7% | -18.5% |
| YTD | +16.8% | +50.2% | -33.4% | +10.3% |
| 1Y | +29.8% | +62.0% | -32.2% | +19.5% |
| All | +29.8% | +61.8% | -31.9% | +19.5% |
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