+252.6%
ZETA vs AIG
+62.4%
+190.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.7% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | +15.8% | -4.9% | +20.7% | +18.4% |
| 3M | +35.4% | +4.5% | +31.0% | +32.6% |
| 6M | +67.1% | -1.4% | +68.6% | +68.1% |
| YTD | +54.1% | -9.8% | +63.9% | +60.2% |
| 1Y | +67.8% | -4.5% | +72.4% | +67.8% |
| 3Y | +311.4% | +37.4% | +274.0% | +229.8% |
| 5Y | +324.8% | +55.0% | +269.8% | +212.1% |
| All | +252.6% | +62.4% | +190.3% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling