+513.6%
EWT vs AZO
+296.8%
+216.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -3.6% | +2.4% | -0.5% |
| 30D | +4.5% | -5.6% | +10.0% | +5.5% |
| 3M | +8.3% | -6.6% | +14.9% | +9.1% |
| 6M | +54.2% | -22.5% | +76.7% | +60.9% |
| YTD | +74.6% | -15.2% | +89.8% | +78.6% |
| 1Y | +84.9% | -33.9% | +118.8% | +98.5% |
| 3Y | +197.5% | +11.8% | +185.7% | +181.9% |
| 5Y | +150.6% | +85.5% | +65.1% | +107.5% |
| All | +513.6% | +296.8% | +216.8% | +339.0% |
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 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