+67.8%
ZETA vs AFL
+11.7%
+56.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +15.8% | -6.2% | +22.0% | +17.3% |
| 3M | +35.4% | +2.2% | +33.2% | +33.7% |
| 6M | +67.1% | +5.3% | +61.8% | +61.1% |
| YTD | +54.1% | +8.0% | +46.1% | +47.7% |
| 1Y | +67.8% | +10.2% | +57.6% | +60.3% |
| All | +67.8% | +11.7% | +56.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling