+90.6%
ZETA vs ACI
-23.0%
+113.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.8% |
| 7D | +18.8% | -5.3% | +24.1% | +19.5% |
| 30D | +12.6% | +5.0% | +7.6% | +11.9% |
| 3M | +29.5% | +7.5% | +21.9% | +28.3% |
| 6M | +128.6% | -16.0% | +144.6% | +125.0% |
| YTD | +85.5% | -20.6% | +106.1% | +78.2% |
| 1Y | +90.6% | -23.5% | +114.1% | +85.7% |
| All | +90.6% | -23.0% | +113.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling