+609.3%
AZO vs ALLE
+342.5%
+266.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +1.3% | +3.6% | -2.2% | +0.1% |
| 30D | +12.0% | +25.9% | -13.9% | +2.8% |
| 3M | +7.2% | +15.8% | -8.5% | +1.4% |
| 6M | -3.2% | +48.1% | -51.3% | -16.7% |
| YTD | -3.9% | +22.0% | -25.8% | -11.6% |
| 1Y | -14.7% | +18.0% | -32.7% | -20.6% |
| 3Y | +20.4% | +93.1% | -72.7% | -9.1% |
| 5Y | +72.8% | +52.1% | +20.7% | +40.4% |
| 10Y | +334.4% | +212.0% | +122.4% | +158.0% |
| All | +609.3% | +342.5% | +266.8% | +270.4% |
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