+341.6%
ZETA vs AIG
+52.4%
+289.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -2.4% | -4.1% | -5.4% |
| 30D | +4.8% | -2.9% | +7.8% | +6.3% |
| 3M | +53.3% | +0.8% | +52.6% | +52.8% |
| 6M | +66.8% | -2.7% | +69.5% | +68.9% |
| YTD | +50.2% | -11.2% | +61.4% | +57.6% |
| 1Y | +62.0% | -1.5% | +63.5% | +58.9% |
| 3Y | +276.4% | +34.4% | +242.0% | +200.7% |
| 5Y | +341.6% | +54.4% | +287.2% | +180.9% |
| All | +341.6% | +52.4% | +289.2% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling