+151.7%
AEM vs ZYBT
-58.9%
+210.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | -2.1% | -3.7% | +1.6% | -2.1% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +27.3% | +72.2% | -44.9% | +27.9% |
| 6M | -9.7% | +103.1% | -112.8% | -9.1% |
| YTD | +19.0% | +34.8% | -15.8% | +19.6% |
| 1Y | +31.5% | -83.2% | +114.7% | +30.6% |
| All | +151.7% | -58.9% | +210.6% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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