+85.2%
AZO vs ESI
+67.8%
+17.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.6% | -4.6% | +1.1% | -3.2% |
| 30D | -5.6% | -10.5% | +5.0% | -4.7% |
| 3M | -6.6% | -19.8% | +13.2% | -5.2% |
| 6M | -22.5% | +5.8% | -28.3% | -24.5% |
| YTD | -15.2% | +38.3% | -53.5% | -20.1% |
| 1Y | -33.9% | +31.5% | -65.5% | -37.5% |
| 3Y | +11.8% | +80.7% | -68.9% | -1.7% |
| All | +85.2% | +67.8% | +17.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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