+343.5%
AEM vs ZETA
+272.3%
+71.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +12.5% | +10.5% | +2.0% | +11.6% |
| 3M | +26.9% | +44.3% | -17.4% | +23.6% |
| 6M | -9.4% | +59.4% | -68.9% | -12.5% |
| YTD | +20.3% | +49.5% | -29.2% | +16.3% |
| 1Y | +33.8% | +62.7% | -28.9% | +28.5% |
| All | +343.5% | +272.3% | +71.2% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling