+141.9%
EWJ vs AZO
+296.8%
-154.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.3% | -3.6% | +3.9% | +0.9% |
| 30D | +0.8% | -5.6% | +6.3% | +1.8% |
| 3M | +7.5% | -6.6% | +14.2% | +8.5% |
| 6M | +15.6% | -22.5% | +38.1% | +20.6% |
| YTD | +22.7% | -15.2% | +37.9% | +25.7% |
| 1Y | +26.4% | -33.9% | +60.4% | +35.6% |
| 3Y | +72.5% | +11.8% | +60.7% | +65.1% |
| 5Y | +52.4% | +85.5% | -33.1% | +29.2% |
| All | +141.9% | +296.8% | -154.9% | +80.1% |
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