+2,353.8%
ELV vs AZO
+5,183.1%
-2,829.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -0.2% | -5.1% | +4.9% | +1.5% |
| 3M | -6.1% | -7.2% | +1.1% | -4.1% |
| 6M | +42.8% | -20.7% | +63.6% | +53.0% |
| YTD | +14.4% | -14.2% | +28.6% | +18.8% |
| 1Y | +28.6% | -32.2% | +60.8% | +44.2% |
| 3Y | -7.4% | +11.1% | -18.5% | -13.5% |
| 5Y | +14.5% | +87.6% | -73.1% | -11.8% |
| 10Y | +257.4% | +302.9% | -45.5% | +111.8% |
| All | +2,353.8% | +5,183.1% | -2,829.2% | +612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling