+40,523.5%
AZO vs ES
+1,244.7%
+39,278.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -2.7% | -2.0% | -0.7% | -2.2% |
| 3M | -3.2% | +1.7% | -4.9% | -3.6% |
| 6M | -19.7% | -3.5% | -16.2% | -19.1% |
| YTD | -12.0% | +7.9% | -19.9% | -13.9% |
| 1Y | -29.5% | +17.2% | -46.7% | -32.7% |
| 3Y | +17.3% | +29.3% | -12.0% | +7.6% |
| 5Y | +94.1% | -5.7% | +99.8% | +91.7% |
| 10Y | +303.3% | +85.2% | +218.1% | +235.8% |
| All | +40,523.5% | +1,244.7% | +39,278.8% | +22,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling