-2.0%
ELV vs AZO
+10.0%
-12.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +3.9% |
| 30D | +5.4% | -5.6% | +10.9% | +6.5% |
| 3M | +5.4% | -6.6% | +12.0% | +6.6% |
| 6M | +45.7% | -22.5% | +68.2% | +52.3% |
| YTD | +21.2% | -15.2% | +36.4% | +23.9% |
| 1Y | +35.6% | -33.9% | +69.6% | +46.8% |
| 3Y | -2.0% | +11.8% | -13.8% | -7.0% |
| All | -2.0% | +10.0% | -12.1% | -7.0% |
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