+288.6%
AZO vs EME
+1,362.1%
-1,073.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.0% |
| 7D | -3.6% | +3.5% | -7.1% | -4.2% |
| 30D | -5.6% | -6.3% | +0.8% | -4.6% |
| 3M | -6.6% | -3.8% | -2.9% | -6.8% |
| 6M | -22.5% | +8.5% | -31.0% | -24.9% |
| YTD | -15.2% | +27.8% | -43.0% | -20.9% |
| 1Y | -33.9% | +22.2% | -56.2% | -38.5% |
| 3Y | +11.8% | +253.5% | -241.7% | -25.6% |
| 5Y | +85.5% | +578.6% | -493.1% | -0.8% |
| All | +288.6% | +1,362.1% | -1,073.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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