-35.8%
EFX vs AZO
+85.8%
-121.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -4.5% | -3.6% | -1.0% | -3.3% |
| 30D | -6.1% | -5.6% | -0.5% | -4.2% |
| 3M | +6.2% | -6.6% | +12.9% | +8.7% |
| 6M | -11.2% | -22.5% | +11.3% | -3.6% |
| YTD | -21.4% | -15.2% | -6.2% | -17.8% |
| 1Y | -34.3% | -33.9% | -0.4% | -24.9% |
| 3Y | -12.5% | +11.8% | -24.3% | -18.3% |
| All | -35.8% | +85.8% | -121.6% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling