+88.5%
ENB vs AZO
+296.8%
-208.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.7% | -3.6% | -1.1% | -3.8% |
| 30D | -5.9% | -5.6% | -0.3% | -4.6% |
| 3M | -14.2% | -6.6% | -7.6% | -13.1% |
| 6M | -8.6% | -22.5% | +13.9% | -3.1% |
| YTD | +3.9% | -15.2% | +19.1% | +7.3% |
| 1Y | +1.8% | -33.9% | +35.7% | +12.1% |
| 3Y | +68.5% | +11.8% | +56.7% | +59.5% |
| 5Y | +62.4% | +85.5% | -23.1% | +30.0% |
| All | +88.5% | +296.8% | -208.3% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling