-33.9%
AZO vs ES
+11.9%
-45.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -3.6% | 0.0% | -2.9% |
| 30D | -5.6% | -4.2% | -1.3% | -4.8% |
| 3M | -6.6% | +0.1% | -6.8% | -6.3% |
| 6M | -22.5% | -6.2% | -16.3% | -22.0% |
| YTD | -15.2% | +4.1% | -19.2% | -14.9% |
| 1Y | -33.9% | +10.2% | -44.1% | -34.9% |
| All | -33.9% | +11.9% | -45.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling