-26.1%
ELF vs AZO
+11.4%
-37.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | +5.1% | -5.1% | +10.2% | +6.3% |
| 3M | +79.8% | -7.2% | +87.0% | +82.5% |
| 6M | +29.7% | -20.7% | +50.5% | +35.1% |
| YTD | +31.6% | -14.2% | +45.8% | +35.1% |
| 1Y | -27.9% | -32.2% | +4.3% | -23.2% |
| All | -26.1% | +11.4% | -37.5% | -32.0% |
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