+390.7%
ZS vs AON
+134.3%
+256.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -3.5% |
| 7D | -9.2% | -3.2% | -6.0% | -7.7% |
| 30D | -4.0% | -11.9% | +7.9% | +1.5% |
| 3M | +25.3% | -2.9% | +28.2% | +25.7% |
| 6M | -1.3% | -6.8% | +5.5% | +1.2% |
| YTD | -28.0% | -10.1% | -17.9% | -25.2% |
| 1Y | -42.5% | -14.2% | -28.3% | -39.0% |
| 3Y | +0.7% | -3.3% | +4.0% | -1.8% |
| 5Y | -42.3% | +13.6% | -55.9% | -48.3% |
| All | +390.7% | +134.3% | +256.4% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling