+53.1%
AIG vs ZBRA
-40.4%
+93.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -1.2% | -3.4% | +2.3% | -0.5% |
| 30D | -1.1% | -7.4% | +6.3% | +0.3% |
| 3M | +0.7% | +57.5% | -56.8% | -8.4% |
| 6M | -2.2% | +64.0% | -66.1% | -12.3% |
| YTD | -10.8% | +44.3% | -55.1% | -18.4% |
| 1Y | -2.0% | +10.9% | -12.9% | -5.6% |
| 3Y | +34.8% | +37.5% | -2.7% | +19.1% |
| All | +53.1% | -40.4% | +93.5% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling