+434.3%
AEM vs ZS
+599.9%
-165.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -6.8% | -2.6% | -4.2% | -6.7% |
| 30D | +0.8% | -12.8% | +13.6% | +1.4% |
| 3M | -0.8% | +2.3% | -3.1% | -1.3% |
| 6M | -8.5% | +26.3% | -34.8% | -10.4% |
| YTD | +5.9% | -14.4% | +20.4% | +5.8% |
| 1Y | +6.6% | -37.6% | +44.2% | +8.6% |
| 3Y | +302.2% | +8.0% | +294.2% | +292.1% |
| 5Y | +250.8% | -44.9% | +295.7% | +244.4% |
| All | +434.3% | +599.9% | -165.6% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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