+129.1%
EMB vs AZO
+2,290.1%
-2,161.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | -1.1% | -5.3% | +4.2% | -0.7% |
| 3M | -0.8% | -7.3% | +6.6% | -0.3% |
| 6M | -0.1% | -22.7% | +22.6% | +1.8% |
| YTD | +0.4% | -15.0% | +15.5% | +1.5% |
| 1Y | +3.3% | -32.2% | +35.5% | +6.1% |
| 3Y | +29.0% | +10.0% | +19.0% | +27.1% |
| 5Y | +6.3% | +85.8% | -79.5% | +0.1% |
| 10Y | +29.7% | +298.9% | -269.2% | +15.1% |
| All | +129.1% | +2,290.1% | -2,161.0% | +83.0% |
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 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