+43.0%
AON vs ZCMD
-100.0%
+143.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.1% | +5.4% | -1.7% |
| 7D | -6.3% | -5.4% | -0.9% | -6.3% |
| 30D | -14.1% | -24.8% | +10.7% | -14.1% |
| 3M | -9.5% | -62.8% | +53.3% | -9.4% |
| 6M | -4.0% | -99.5% | +95.5% | -1.9% |
| YTD | -13.8% | -99.8% | +86.0% | -11.5% |
| 1Y | -18.3% | -99.9% | +81.6% | -15.7% |
| 3Y | -7.2% | -100.0% | +92.8% | -1.7% |
| 5Y | +7.3% | -100.0% | +107.3% | +13.7% |
| All | +43.0% | -100.0% | +143.0% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling