+12,653.3%
ECL vs AZO
+41,812.3%
-29,159.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.6% | -2.9% | +0.3% | -1.9% |
| 30D | -4.6% | -5.3% | +0.7% | -3.3% |
| 3M | +6.0% | -7.3% | +13.3% | +7.8% |
| 6M | -3.0% | -22.7% | +19.7% | +3.1% |
| YTD | +4.0% | -15.0% | +19.1% | +7.6% |
| 1Y | +2.0% | -32.2% | +34.3% | +11.6% |
| 3Y | +53.9% | +10.0% | +43.9% | +47.7% |
| 5Y | +27.1% | +85.8% | -58.7% | +6.1% |
| 10Y | +155.0% | +298.9% | -143.8% | +74.2% |
| All | +12,653.3% | +41,812.3% | -29,159.0% | +3,854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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