-18.0%
ELF vs AZO
-28.9%
+10.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +5.4% | +0.7% | +4.6% | +5.2% |
| 30D | +27.0% | -2.7% | +29.7% | +27.7% |
| 3M | +113.2% | -3.2% | +116.4% | +114.3% |
| 6M | +36.6% | -19.7% | +56.3% | +38.5% |
| YTD | +44.2% | -12.0% | +56.3% | +47.5% |
| 1Y | -18.0% | -29.5% | +11.5% | -21.3% |
| All | -18.0% | -28.9% | +10.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling