+35.1%
ELV vs AZO
-28.9%
+63.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +4.2% | -2.7% | +6.9% | +4.5% |
| 3M | -0.1% | -3.2% | +3.1% | +0.3% |
| 6M | +41.3% | -19.7% | +61.0% | +43.8% |
| YTD | +17.4% | -12.0% | +29.5% | +18.8% |
| 1Y | +35.1% | -29.5% | +64.6% | +39.5% |
| All | +35.1% | -28.9% | +63.9% | +39.5% |
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