+252.6%
ZETA vs AON
+36.1%
+216.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.3% |
| 7D | +2.7% | -9.1% | +11.7% | +8.3% |
| 30D | +15.8% | -10.2% | +26.1% | +23.1% |
| 3M | +35.4% | +0.5% | +34.9% | +33.1% |
| 6M | +67.1% | -4.8% | +71.9% | +70.0% |
| YTD | +54.1% | -8.0% | +62.0% | +59.7% |
| 1Y | +67.8% | -13.1% | +80.9% | +80.1% |
| 3Y | +311.4% | -1.3% | +312.7% | +297.1% |
| 5Y | +324.8% | +14.9% | +309.9% | +234.7% |
| All | +252.6% | +36.1% | +216.6% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling