-30.4%
ELAN vs AZO
+85.8%
-116.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -5.4% | -3.6% | -1.9% | -4.6% |
| 30D | +4.7% | -5.6% | +10.3% | +6.1% |
| 3M | -3.7% | -6.6% | +3.0% | -2.4% |
| 6M | -1.2% | -22.5% | +21.3% | +4.4% |
| YTD | +2.4% | -15.2% | +17.6% | +5.7% |
| 1Y | +23.4% | -33.9% | +57.3% | +35.4% |
| 3Y | +96.7% | +11.8% | +84.9% | +83.7% |
| All | -30.4% | +85.8% | -116.1% | -41.6% |
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