-42.6%
ZS vs AON
-16.9%
-25.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | -3.1% | -6.3% | +3.2% | -1.3% |
| 30D | -7.2% | -14.1% | +6.9% | -3.3% |
| 3M | +30.5% | -9.5% | +40.0% | +31.9% |
| 6M | +7.0% | -4.0% | +11.0% | +5.8% |
| YTD | -26.8% | -13.8% | -13.0% | -27.9% |
| 1Y | -42.6% | -18.3% | -24.3% | -45.3% |
| All | -42.6% | -16.9% | -25.7% | -45.3% |
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 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