+398.6%
ZS vs AIG
+70.7%
+327.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -3.1% | -1.2% | -1.9% | -2.9% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | +30.5% | +0.7% | +29.8% | +30.3% |
| 6M | +7.0% | -2.2% | +9.1% | +7.5% |
| YTD | -26.8% | -10.8% | -16.0% | -25.4% |
| 1Y | -42.6% | -2.0% | -40.6% | -42.6% |
| 3Y | -0.3% | +34.8% | -35.1% | -5.3% |
| 5Y | -39.2% | +55.0% | -94.2% | -43.5% |
| All | +398.6% | +70.7% | +327.9% | +468.2% |
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