-39.6%
ZS vs AIG
+52.4%
-92.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.1% | -2.4% | -5.7% | -7.1% |
| 30D | -8.4% | -2.9% | -5.5% | -7.4% |
| 3M | +31.1% | +0.8% | +30.3% | +30.6% |
| 6M | +4.4% | -2.7% | +7.0% | +5.6% |
| YTD | -27.3% | -11.2% | -16.1% | -24.1% |
| 1Y | -41.4% | -1.5% | -39.8% | -41.7% |
| 3Y | +1.7% | +34.4% | -32.7% | -12.1% |
| 5Y | -39.6% | +54.4% | -94.0% | -50.4% |
| All | -39.6% | +52.4% | -92.0% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling