+312.3%
ZETA vs AEE
+56.9%
+255.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +18.1% | +1.7% | +16.4% | +17.9% |
| 30D | +13.6% | +9.7% | +3.8% | +12.6% |
| 3M | +23.7% | +5.9% | +17.8% | +23.1% |
| 6M | +128.5% | +6.7% | +121.8% | +126.3% |
| YTD | +80.1% | +17.4% | +62.7% | +74.3% |
| 1Y | +98.0% | +12.7% | +85.3% | +93.5% |
| 3Y | +348.6% | +68.2% | +280.4% | +299.8% |
| 5Y | +286.6% | +57.3% | +229.3% | +259.4% |
| All | +312.3% | +56.9% | +255.3% | +281.0% |
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