+604.5%
AZO vs ALLE
+340.4%
+264.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | +11.7% | +27.4% | -15.7% | +2.1% |
| 3M | +6.4% | +13.8% | -7.4% | +1.3% |
| 6M | -5.5% | +45.5% | -51.0% | -18.2% |
| YTD | -4.5% | +21.4% | -25.9% | -12.0% |
| 1Y | -13.8% | +15.4% | -29.2% | -19.1% |
| 3Y | +19.8% | +91.7% | -71.9% | -9.3% |
| 5Y | +71.6% | +54.5% | +17.1% | +38.4% |
| 10Y | +331.5% | +210.5% | +121.0% | +156.7% |
| All | +604.5% | +340.4% | +264.1% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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