+67.9%
AIG vs AZO
+297.4%
-229.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -0.5% | -2.0% | +1.5% | +0.3% |
| 3M | +1.4% | -4.8% | +6.2% | +2.9% |
| 6M | +0.7% | -16.8% | +17.4% | +7.4% |
| YTD | -9.7% | -12.6% | +2.9% | -6.2% |
| 1Y | -1.0% | -31.4% | +30.4% | +13.7% |
| 3Y | +32.4% | +15.1% | +17.3% | +18.6% |
| 5Y | +57.0% | +89.6% | -32.6% | +7.3% |
| 10Y | +67.9% | +301.2% | -233.2% | -10.4% |
| All | +67.9% | +297.4% | -229.4% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling