+288.6%
AZO vs ET
+177.0%
+111.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -5.6% | +2.9% | -8.4% | -5.9% |
| 3M | -6.6% | +16.8% | -23.4% | -8.7% |
| 6M | -22.5% | +18.9% | -41.4% | -24.4% |
| YTD | -15.2% | +37.7% | -52.9% | -18.8% |
| 1Y | -33.9% | +32.4% | -66.4% | -36.5% |
| 3Y | +11.8% | +99.5% | -87.7% | +1.0% |
| 5Y | +85.5% | +244.0% | -158.4% | +55.0% |
| All | +288.6% | +177.0% | +111.6% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling