+43.9%
AON vs ZCMD
-100.0%
+143.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.5% |
| 7D | -7.9% | -4.1% | -3.8% | -7.9% |
| 30D | -14.6% | -22.7% | +8.1% | -14.7% |
| 3M | -7.9% | -62.5% | +54.6% | -7.8% |
| 6M | -8.0% | -99.5% | +91.4% | -6.0% |
| YTD | -13.2% | -99.7% | +86.5% | -10.8% |
| 1Y | -16.4% | -99.9% | +83.5% | -13.8% |
| 3Y | -6.7% | -100.0% | +93.3% | -1.1% |
| 5Y | +8.0% | -100.0% | +108.0% | +14.5% |
| All | +43.9% | -100.0% | +143.9% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling