-62.8%
ZTS vs AIG
+52.4%
-115.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | -3.3% | -2.9% | -0.4% | -2.4% |
| 3M | -9.7% | +0.8% | -10.5% | -10.1% |
| 6M | -38.8% | -2.7% | -36.2% | -38.4% |
| YTD | -41.2% | -11.2% | -30.0% | -39.2% |
| 1Y | -50.3% | -1.5% | -48.8% | -50.4% |
| 3Y | -59.1% | +34.4% | -93.5% | -63.0% |
| 5Y | -62.8% | +54.4% | -117.2% | -67.6% |
| All | -62.8% | +52.4% | -115.1% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling