+55.7%
ZTS vs AIG
+66.2%
-10.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | -1.2% | -2.6% | -3.4% |
| 30D | -0.8% | -1.1% | +0.3% | -0.5% |
| 3M | -9.7% | +0.7% | -10.4% | -10.0% |
| 6M | -38.4% | -2.2% | -36.2% | -38.1% |
| YTD | -41.1% | -10.8% | -30.3% | -39.4% |
| 1Y | -50.6% | -2.0% | -48.6% | -50.6% |
| 3Y | -59.1% | +34.8% | -94.0% | -62.6% |
| 5Y | -62.7% | +55.0% | -117.8% | -67.5% |
| All | +55.7% | +66.2% | -10.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling