+288.6%
AZO vs ITOT
+303.4%
-14.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.6% | -0.9% | -2.7% | -3.0% |
| 30D | -5.6% | -1.5% | -4.1% | -4.7% |
| 3M | -6.6% | +3.6% | -10.2% | -8.8% |
| 6M | -22.5% | +13.7% | -36.2% | -28.7% |
| YTD | -15.2% | +12.9% | -28.1% | -21.6% |
| 1Y | -33.9% | +17.2% | -51.1% | -40.5% |
| 3Y | +11.8% | +75.6% | -63.8% | -24.5% |
| 5Y | +85.5% | +75.5% | +10.0% | +24.3% |
| All | +288.6% | +303.4% | -14.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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