+34.8%
AIG vs ZBRA
+35.9%
-1.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -1.2% | -3.4% | +2.3% | -0.8% |
| 30D | -1.1% | -7.4% | +6.3% | -0.2% |
| 3M | +0.7% | +57.5% | -56.8% | -5.3% |
| 6M | -2.2% | +64.0% | -66.1% | -8.9% |
| YTD | -10.8% | +44.3% | -55.1% | -15.8% |
| 1Y | -2.0% | +10.9% | -12.9% | -4.1% |
| 3Y | +34.8% | +37.5% | -2.7% | +26.7% |
| All | +34.8% | +35.9% | -1.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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