-36.7%
ZS vs AON
-13.5%
-23.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.1% |
| 7D | -7.8% | -9.1% | +1.3% | -5.3% |
| 30D | +5.0% | -10.2% | +15.3% | +8.4% |
| 3M | +25.5% | +0.5% | +25.0% | +22.5% |
| 6M | +8.7% | -4.8% | +13.5% | +6.5% |
| YTD | -24.5% | -8.0% | -16.5% | -26.7% |
| 1Y | -36.7% | -13.1% | -23.6% | -38.5% |
| All | -36.7% | -13.5% | -23.2% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling