+96.2%
AGG vs AZO
+3,026.9%
-2,930.7%
-18.4%
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 | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | -1.1% | -5.6% | +4.4% | -1.1% |
| 3M | -1.9% | -6.6% | +4.7% | -1.9% |
| 6M | -1.7% | -22.5% | +20.8% | -1.7% |
| YTD | -1.3% | -15.2% | +13.9% | -1.3% |
| 1Y | -0.7% | -33.9% | +33.2% | -0.7% |
| 3Y | +12.5% | +11.8% | +0.7% | +12.6% |
| 5Y | -2.5% | +85.5% | -88.0% | -2.2% |
| 10Y | +14.2% | +298.2% | -284.0% | +15.5% |
| All | +96.2% | +3,026.9% | -2,930.7% | +105.7% |
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