+167.1%
AZO vs ACI
+21.8%
+145.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | -5.6% | +1.1% | -6.7% | -5.8% |
| 3M | -4.0% | -23.6% | +19.7% | -1.4% |
| 6M | -18.9% | -29.9% | +11.0% | -16.1% |
| YTD | -13.0% | -26.9% | +13.9% | -10.4% |
| 1Y | -30.4% | -34.2% | +3.8% | -27.5% |
| 3Y | +12.7% | -43.6% | +56.3% | +19.1% |
| 5Y | +89.6% | -42.4% | +132.0% | +97.3% |
| All | +167.1% | +21.8% | +145.4% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling