+2,331.4%
ED vs AZO
+42,832.5%
-40,501.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +1.1% | -5.6% | +6.7% | +1.9% |
| 3M | +4.6% | -4.0% | +8.6% | +5.1% |
| 6M | -2.0% | -18.9% | +17.0% | +0.7% |
| YTD | +11.7% | -13.0% | +24.7% | +13.4% |
| 1Y | +15.7% | -30.4% | +46.2% | +21.3% |
| 3Y | +34.4% | +12.7% | +21.7% | +30.8% |
| 5Y | +67.3% | +89.6% | -22.3% | +50.5% |
| 10Y | +104.0% | +304.7% | -200.6% | +63.4% |
| All | +2,331.4% | +42,832.5% | -40,501.1% | +1,102.7% |
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