+294.5%
ZETA vs AEIS
+122.2%
+172.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.1% | +7.1% | +7.7% |
| 7D | +13.2% | -6.9% | +20.1% | +15.8% |
| 30D | +6.0% | -23.2% | +29.2% | +16.5% |
| 3M | +27.3% | -29.5% | +56.8% | +42.6% |
| 6M | +104.6% | -37.9% | +142.5% | +128.7% |
| YTD | +72.3% | +6.0% | +66.3% | +31.3% |
| 1Y | +76.3% | +1.2% | +75.1% | +38.4% |
| 3Y | +325.6% | +150.0% | +175.7% | +80.6% |
| 5Y | +254.2% | +141.9% | +112.4% | +41.0% |
| All | +294.5% | +122.2% | +172.3% | +55.3% |
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