+252.6%
ZETA vs AEIS
+181.5%
+71.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -5.1% |
| 7D | +2.7% | +3.0% | -0.3% | +1.3% |
| 30D | +15.8% | -14.6% | +30.5% | +23.1% |
| 3M | +35.4% | -12.4% | +47.9% | +35.0% |
| 6M | +67.1% | -15.0% | +82.1% | +61.0% |
| YTD | +54.1% | +34.3% | +19.8% | +9.2% |
| 1Y | +67.8% | +87.4% | -19.5% | -3.0% |
| 3Y | +311.4% | +139.8% | +171.6% | +93.6% |
| 5Y | +324.8% | +220.7% | +104.1% | +57.0% |
| All | +252.6% | +181.5% | +71.1% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling