+218.8%
AEM vs ZETA
+247.9%
-29.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | -0.5% | +2.7% | -3.2% | -0.7% |
| 30D | +24.0% | +15.8% | +8.2% | +22.8% |
| 3M | +16.1% | +35.4% | -19.3% | +13.8% |
| 6M | -11.6% | +67.1% | -78.7% | -14.6% |
| YTD | +21.5% | +54.1% | -32.5% | +17.7% |
| 1Y | +39.2% | +67.8% | -28.6% | +33.8% |
| 3Y | +347.4% | +311.4% | +36.0% | +297.0% |
| 5Y | +290.1% | +324.8% | -34.7% | +233.8% |
| All | +218.8% | +247.9% | -29.1% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling