+388.2%
EFA vs AZO
+5,956.3%
-5,568.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.5% | -3.6% | +2.0% | -0.4% |
| 30D | -1.7% | -5.6% | +3.9% | 0.0% |
| 3M | +3.5% | -6.6% | +10.1% | +5.2% |
| 6M | +9.5% | -22.5% | +32.0% | +17.5% |
| YTD | +12.9% | -15.2% | +28.0% | +17.4% |
| 1Y | +18.2% | -33.9% | +52.1% | +32.6% |
| 3Y | +64.8% | +11.8% | +53.0% | +53.6% |
| 5Y | +53.9% | +85.5% | -31.6% | +18.6% |
| 10Y | +144.8% | +298.2% | -153.4% | +38.7% |
| All | +388.2% | +5,956.3% | -5,568.1% | +7.3% |
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