+67.2%
AEP vs AZO
+85.8%
-18.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -3.6% | +2.6% | -0.3% |
| 30D | -1.1% | -5.6% | +4.5% | 0.0% |
| 3M | -3.3% | -6.6% | +3.4% | -2.2% |
| 6M | -4.6% | -22.5% | +17.9% | -0.2% |
| YTD | +9.4% | -15.2% | +24.6% | +12.3% |
| 1Y | +16.9% | -33.9% | +50.9% | +26.2% |
| 3Y | +76.6% | +11.8% | +64.8% | +69.5% |
| All | +67.2% | +85.8% | -18.6% | +46.7% |
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