+85.2%
AZO vs SPYG
+85.2%
0.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -5.6% | -1.5% | -4.0% | -5.2% |
| 3M | -6.6% | +3.7% | -10.4% | -7.8% |
| 6M | -22.5% | +16.4% | -38.9% | -26.4% |
| YTD | -15.2% | +13.3% | -28.5% | -18.8% |
| 1Y | -33.9% | +17.9% | -51.8% | -37.7% |
| 3Y | +11.8% | +98.3% | -86.5% | -15.8% |
| All | +85.2% | +85.2% | 0.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling