+34.8%
AIG vs ZCMD
-100.0%
+134.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.4% |
| 7D | -1.2% | -5.4% | +4.3% | -1.2% |
| 30D | -1.1% | -24.8% | +23.7% | -1.1% |
| 3M | +0.7% | -62.8% | +63.5% | +0.6% |
| 6M | -2.2% | -99.5% | +97.4% | -0.4% |
| YTD | -10.8% | -99.8% | +88.9% | -9.1% |
| 1Y | -2.0% | -99.9% | +97.9% | +0.2% |
| 3Y | +34.8% | -100.0% | +134.8% | +38.4% |
| All | +34.8% | -100.0% | +134.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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