+2,220.8%
AEP vs AZO
+41,743.6%
-39,522.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -3.3% | -6.6% | +3.4% | -2.3% |
| 6M | -4.6% | -22.5% | +17.9% | -0.8% |
| YTD | +9.4% | -15.2% | +24.6% | +11.9% |
| 1Y | +16.9% | -33.9% | +50.9% | +24.6% |
| 3Y | +76.6% | +11.8% | +64.8% | +71.3% |
| 5Y | +66.2% | +85.5% | -19.3% | +46.9% |
| 10Y | +174.7% | +298.2% | -123.5% | +110.8% |
| All | +2,220.8% | +41,743.6% | -39,522.8% | +1,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling