+85.5%
AZO vs ACI
-41.4%
+126.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -2.9% | -7.1% | +4.2% | -1.8% |
| 30D | -5.3% | -4.5% | -0.8% | -4.6% |
| 3M | -7.3% | -22.3% | +14.9% | -4.3% |
| 6M | -22.7% | -28.4% | +5.7% | -19.2% |
| YTD | -15.0% | -29.5% | +14.5% | -11.1% |
| 1Y | -32.2% | -34.2% | +2.0% | -28.4% |
| 3Y | +10.0% | -45.7% | +55.7% | +19.8% |
| All | +85.5% | -41.4% | +126.9% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling