+265.7%
ELF vs AZO
+279.2%
-13.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -11.6% | -3.6% | -8.1% | -10.4% |
| 30D | +4.6% | -5.6% | +10.2% | +6.9% |
| 3M | +59.7% | -6.6% | +66.4% | +63.9% |
| 6M | +21.2% | -22.5% | +43.7% | +32.7% |
| YTD | +27.4% | -15.2% | +42.6% | +34.2% |
| 1Y | -29.8% | -33.9% | +4.1% | -19.3% |
| 3Y | -28.5% | +11.8% | -40.3% | -34.6% |
| 5Y | +220.0% | +85.5% | +134.5% | +136.0% |
| All | +265.7% | +279.2% | -13.5% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling