-20.7%
AZO vs ESI
+18.3%
-39.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.5% |
| 7D | -0.8% | +3.9% | -4.7% | -0.5% |
| 30D | -5.1% | -3.8% | -1.3% | -5.5% |
| 3M | -7.2% | -13.1% | +5.9% | -8.8% |
| 6M | -20.7% | +11.3% | -32.1% | -26.6% |
| All | -20.7% | +18.3% | -39.0% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling