+160.4%
AZO vs ACI
+21.2%
+139.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | -3.6% | -3.7% | +0.2% | -3.1% |
| 30D | -5.6% | +0.6% | -6.1% | -5.6% |
| 3M | -6.6% | -20.3% | +13.7% | -4.6% |
| 6M | -22.5% | -24.7% | +2.1% | -20.4% |
| YTD | -15.2% | -27.2% | +12.0% | -12.6% |
| 1Y | -33.9% | -32.7% | -1.2% | -31.4% |
| 3Y | +11.8% | -43.9% | +55.7% | +18.2% |
| 5Y | +85.5% | -38.9% | +124.4% | +92.8% |
| All | +160.4% | +21.2% | +139.2% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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