+344.5%
ZETA vs AFL
+133.8%
+210.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.7% |
| 7D | -3.7% | -1.6% | -2.1% | -2.7% |
| 30D | +5.7% | -4.0% | +9.7% | +8.5% |
| 3M | +50.4% | -0.5% | +51.0% | +50.2% |
| 6M | +65.5% | +6.5% | +58.9% | +56.9% |
| YTD | +48.3% | +6.2% | +42.1% | +40.1% |
| 1Y | +45.4% | +8.3% | +37.1% | +34.9% |
| 3Y | +270.8% | +62.5% | +208.2% | +158.1% |
| All | +344.5% | +133.8% | +210.7% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling