+349.3%
ZETA vs AEIS
+238.7%
+110.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -0.1% | +6.5% | -6.5% | -2.9% |
| 30D | +10.5% | -9.2% | +19.6% | +14.3% |
| 3M | +44.3% | -8.3% | +52.7% | +40.6% |
| 6M | +59.4% | -6.3% | +65.8% | +45.2% |
| YTD | +49.5% | +36.5% | +13.0% | +3.4% |
| 1Y | +62.7% | +84.8% | -22.1% | -7.4% |
| 3Y | +274.6% | +176.6% | +98.0% | +53.9% |
| 5Y | +349.3% | +237.1% | +112.2% | +55.7% |
| All | +349.3% | +238.7% | +110.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling