-0.3%
ZS vs AIG
+33.9%
-34.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | -7.2% | -1.1% | -6.1% | -6.8% |
| 3M | +30.5% | +0.7% | +29.8% | +30.2% |
| 6M | +7.0% | -2.2% | +9.1% | +7.9% |
| YTD | -26.8% | -10.8% | -16.0% | -24.1% |
| 1Y | -42.6% | -2.0% | -40.6% | -42.9% |
| 3Y | -0.3% | +34.8% | -35.1% | -14.3% |
| All | -0.3% | +33.9% | -34.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling