+294.9%
ZETA vs AFL
+149.6%
+145.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | +18.1% | +2.9% | +15.2% | +16.1% |
| 30D | +13.6% | +8.0% | +5.6% | +7.9% |
| 3M | +23.7% | +5.9% | +17.8% | +18.7% |
| 6M | +128.5% | +11.6% | +116.9% | +110.3% |
| YTD | +80.1% | +17.5% | +62.6% | +58.9% |
| 1Y | +98.0% | +13.3% | +84.7% | +79.1% |
| 3Y | +348.6% | +67.0% | +281.6% | +209.9% |
| All | +294.9% | +149.6% | +145.3% | +79.9% |
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