+2,767.4%
AZO vs EFV
+252.1%
+2,515.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.0% |
| 30D | -5.3% | -0.2% | -5.1% | -5.2% |
| 3M | -7.3% | +9.1% | -16.5% | -11.2% |
| 6M | -22.7% | +11.7% | -34.4% | -26.8% |
| YTD | -15.0% | +17.0% | -32.1% | -21.4% |
| 1Y | -32.2% | +26.7% | -59.0% | -39.6% |
| 3Y | +10.0% | +90.2% | -80.1% | -19.8% |
| 5Y | +85.8% | +96.1% | -10.3% | +32.6% |
| 10Y | +298.9% | +164.5% | +134.3% | +144.2% |
| All | +2,767.4% | +252.1% | +2,515.3% | +1,408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling