-12.5%
EFX vs AZO
+10.0%
-22.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -4.5% | -3.6% | -1.0% | -3.4% |
| 30D | -6.1% | -5.6% | -0.5% | -4.4% |
| 3M | +6.2% | -6.6% | +12.9% | +8.4% |
| 6M | -11.2% | -22.5% | +11.3% | -4.9% |
| YTD | -21.4% | -15.2% | -6.2% | -18.5% |
| 1Y | -34.3% | -33.9% | -0.4% | -26.3% |
| 3Y | -12.5% | +11.8% | -24.3% | -15.5% |
| All | -12.5% | +10.0% | -22.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling