+22.2%
ELV vs AZO
+85.8%
-63.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +4.2% |
| 30D | +5.4% | -5.6% | +10.9% | +6.9% |
| 3M | +5.4% | -6.6% | +12.0% | +7.0% |
| 6M | +45.7% | -22.5% | +68.2% | +55.3% |
| YTD | +21.2% | -15.2% | +36.4% | +25.2% |
| 1Y | +35.6% | -33.9% | +69.6% | +51.1% |
| 3Y | -2.0% | +11.8% | -13.8% | -9.5% |
| All | +22.2% | +85.8% | -63.6% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling