+87.8%
ZTS vs AIG
+67.5%
+20.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +5.6% | +6.6% | -1.0% | +3.7% |
| 30D | +12.1% | +7.0% | +5.1% | +10.1% |
| 3M | +11.3% | +9.7% | +1.6% | +8.6% |
| 6M | +14.3% | +10.8% | +3.5% | +11.1% |
| YTD | -31.9% | -1.3% | -30.6% | -31.8% |
| 1Y | -29.3% | +8.4% | -37.6% | -31.0% |
| 3Y | -48.0% | +39.0% | -87.1% | -52.8% |
| 5Y | -58.9% | +59.6% | -118.5% | -64.5% |
| All | +87.8% | +67.5% | +20.3% | +43.5% |
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