+7.3%
AON vs ZBRA
-40.4%
+47.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | -6.3% | -3.4% | -2.9% | -5.9% |
| 30D | -14.1% | -7.4% | -6.7% | -13.3% |
| 3M | -9.5% | +57.5% | -67.0% | -15.1% |
| 6M | -4.0% | +64.0% | -68.0% | -10.8% |
| YTD | -13.8% | +44.3% | -58.1% | -18.7% |
| 1Y | -18.3% | +10.9% | -29.2% | -20.2% |
| 3Y | -7.2% | +37.5% | -44.7% | -15.1% |
| All | +7.3% | -40.4% | +47.6% | +20.2% |
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