+252.6%
ZETA vs AEE
+44.6%
+208.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +2.7% | +0.3% | +2.3% | +2.6% |
| 30D | +15.8% | -2.3% | +18.1% | +16.1% |
| 3M | +35.4% | +0.2% | +35.2% | +34.9% |
| 6M | +67.1% | -4.7% | +71.9% | +67.6% |
| YTD | +54.1% | +8.1% | +46.0% | +50.2% |
| 1Y | +67.8% | +8.5% | +59.3% | +63.3% |
| 3Y | +311.4% | +48.9% | +262.5% | +271.8% |
| 5Y | +324.8% | +39.9% | +284.9% | +290.7% |
| All | +252.6% | +44.6% | +208.1% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling