+288.6%
AZO vs EFV
+169.9%
+118.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -3.1% |
| 30D | -5.6% | +0.6% | -6.2% | -5.9% |
| 3M | -6.6% | +7.5% | -14.2% | -10.6% |
| 6M | -22.5% | +13.0% | -35.5% | -28.1% |
| YTD | -15.2% | +18.3% | -33.5% | -23.4% |
| 1Y | -33.9% | +26.7% | -60.7% | -42.8% |
| 3Y | +11.8% | +89.6% | -77.8% | -25.1% |
| 5Y | +85.5% | +98.2% | -12.7% | +19.8% |
| All | +288.6% | +169.9% | +118.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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