-1.0%
ZS vs AON
-5.9%
+5.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -8.1% | -5.9% | -2.2% | -6.4% |
| 30D | -8.4% | -13.7% | +5.2% | -4.6% |
| 3M | +31.1% | -8.3% | +39.4% | +33.3% |
| 6M | +4.4% | -3.6% | +8.0% | +4.4% |
| YTD | -27.3% | -12.4% | -15.0% | -25.7% |
| 1Y | -41.4% | -14.6% | -26.7% | -39.7% |
| All | -1.0% | -5.9% | +5.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling