+12.0%
AZO vs ACI
-45.8%
+57.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.9% | -7.1% | +4.2% | -2.1% |
| 30D | -5.3% | -4.5% | -0.8% | -4.8% |
| 3M | -7.3% | -22.3% | +14.9% | -5.1% |
| 6M | -22.7% | -28.4% | +5.7% | -20.2% |
| YTD | -15.0% | -29.5% | +14.5% | -12.2% |
| 1Y | -32.2% | -34.2% | +2.0% | -29.2% |
| All | +12.0% | -45.8% | +57.7% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling