+568.3%
AZO vs ESI
+222.6%
+345.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.8% | +3.9% | -4.7% | -1.3% |
| 30D | -5.1% | -3.8% | -1.3% | -4.7% |
| 3M | -7.2% | -13.1% | +5.9% | -6.2% |
| 6M | -20.7% | +11.3% | -32.1% | -22.9% |
| YTD | -14.2% | +44.1% | -58.3% | -19.4% |
| 1Y | -32.2% | +40.3% | -72.5% | -36.3% |
| 3Y | +11.1% | +84.1% | -72.9% | -1.1% |
| 5Y | +87.6% | +75.8% | +11.8% | +66.2% |
| 10Y | +302.9% | +320.7% | -17.8% | +208.9% |
| All | +568.3% | +222.6% | +345.7% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling