+239.5%
ZETA vs AIG
+60.5%
+179.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.7% | -1.2% | -2.6% | -3.2% |
| 30D | +5.7% | -1.1% | +6.8% | +6.2% |
| 3M | +50.4% | +0.7% | +49.8% | +50.0% |
| 6M | +65.5% | -2.2% | +67.6% | +67.0% |
| YTD | +48.3% | -10.8% | +59.1% | +55.1% |
| 1Y | +45.4% | -2.0% | +47.4% | +43.1% |
| 3Y | +270.8% | +34.8% | +235.9% | +200.3% |
| 5Y | +336.1% | +55.0% | +281.1% | +221.1% |
| All | +239.5% | +60.5% | +179.0% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling