+289.2%
AZO vs ACWI
+230.9%
+58.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -1.7% |
| 30D | -5.3% | -1.3% | -4.0% | -4.5% |
| 3M | -7.3% | +5.0% | -12.3% | -10.5% |
| 6M | -22.7% | +11.7% | -34.4% | -28.5% |
| YTD | -15.0% | +13.0% | -28.0% | -22.0% |
| 1Y | -32.2% | +19.2% | -51.5% | -40.2% |
| 3Y | +10.0% | +75.0% | -65.0% | -27.0% |
| 5Y | +85.8% | +67.1% | +18.8% | +27.1% |
| All | +289.2% | +230.9% | +58.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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