+304.9%
AEM vs AZO
+85.8%
+219.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -2.1% | -3.6% | +1.4% | -1.6% |
| 30D | +8.4% | -5.6% | +14.0% | +9.4% |
| 3M | +27.3% | -6.6% | +33.9% | +28.3% |
| 6M | -9.7% | -22.5% | +12.9% | -5.9% |
| YTD | +19.0% | -15.2% | +34.1% | +22.3% |
| 1Y | +31.5% | -33.9% | +65.4% | +40.5% |
| 3Y | +338.7% | +11.8% | +326.9% | +330.8% |
| All | +304.9% | +85.8% | +219.1% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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