+243.8%
ZETA vs AEE
+43.5%
+200.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | +4.8% | -2.0% | +6.8% | +5.0% |
| 3M | +53.3% | -2.8% | +56.2% | +53.4% |
| 6M | +66.8% | -3.6% | +70.4% | +66.9% |
| YTD | +50.2% | +7.3% | +42.9% | +46.5% |
| 1Y | +62.0% | +8.7% | +53.3% | +57.5% |
| 3Y | +276.4% | +46.0% | +230.3% | +241.0% |
| 5Y | +341.6% | +39.8% | +301.8% | +308.7% |
| All | +243.8% | +43.5% | +200.3% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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