+70.5%
AZO vs ES
+6.6%
+63.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.7% |
| 30D | +12.0% | +7.6% | +4.4% | +10.1% |
| 3M | +7.2% | +0.5% | +6.7% | +7.0% |
| 6M | -3.2% | +7.6% | -10.8% | -4.8% |
| YTD | -3.9% | +10.2% | -14.1% | -6.0% |
| 1Y | -14.7% | +1.8% | -16.5% | -15.4% |
| 3Y | +20.4% | +55.4% | -35.0% | +5.9% |
| All | +70.5% | +6.6% | +63.9% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling