+293.2%
AZO vs EXPD
+322.5%
-29.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -5.1% | +5.2% | -10.3% | -6.7% |
| 3M | -7.2% | +13.2% | -20.4% | -11.1% |
| 6M | -20.7% | +30.3% | -51.1% | -27.7% |
| YTD | -14.2% | +27.0% | -41.2% | -21.8% |
| 1Y | -32.2% | +57.3% | -89.5% | -43.0% |
| 3Y | +11.1% | +70.0% | -58.9% | -11.5% |
| 5Y | +87.6% | +61.6% | +26.0% | +49.2% |
| All | +293.2% | +322.5% | -29.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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