+4,928.2%
AON vs ZBRA
+8,767.1%
-3,838.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.2% |
| 7D | -7.9% | -1.8% | -6.1% | -7.7% |
| 30D | -14.6% | -8.8% | -5.9% | -13.6% |
| 3M | -7.9% | +47.2% | -55.1% | -13.2% |
| 6M | -8.0% | +61.3% | -69.3% | -14.6% |
| YTD | -13.2% | +42.0% | -55.2% | -18.3% |
| 1Y | -16.4% | +10.5% | -26.9% | -18.8% |
| 3Y | -6.7% | +34.5% | -41.2% | -13.7% |
| 5Y | +8.0% | -40.3% | +48.3% | +9.7% |
| 10Y | +205.6% | +421.5% | -215.9% | +127.6% |
| All | +4,928.2% | +8,767.1% | -3,838.8% | +2,492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling