+9,726.1%
AZO vs EL
+1,598.2%
+8,127.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | -5.1% | +13.7% | -18.8% | -8.0% |
| 3M | -7.2% | +14.5% | -21.7% | -10.3% |
| 6M | -20.7% | +7.4% | -28.1% | -23.0% |
| YTD | -14.2% | -4.7% | -9.5% | -15.1% |
| 1Y | -32.2% | +12.9% | -45.1% | -35.8% |
| 3Y | +11.1% | -32.2% | +43.4% | +12.0% |
| 5Y | +87.6% | -68.4% | +156.0% | +123.2% |
| 10Y | +302.9% | +28.3% | +274.7% | +228.7% |
| All | +9,726.1% | +1,598.2% | +8,127.8% | +4,115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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