+341.6%
ZETA vs AON
+9.0%
+332.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | -0.2% |
| 7D | -6.5% | -5.9% | -0.6% | -2.7% |
| 30D | +4.8% | -13.7% | +18.5% | +14.6% |
| 3M | +53.3% | -8.3% | +61.6% | +60.2% |
| 6M | +66.8% | -3.6% | +70.4% | +68.0% |
| YTD | +50.2% | -12.4% | +62.5% | +60.8% |
| 1Y | +62.0% | -14.6% | +76.7% | +76.1% |
| 3Y | +276.4% | -5.7% | +282.1% | +272.3% |
| 5Y | +341.6% | +9.1% | +332.5% | +220.5% |
| All | +341.6% | +9.0% | +332.6% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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