+164.3%
EWY vs AZO
-28.9%
+193.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.7% |
| 7D | +4.8% | +0.7% | +4.1% | +5.0% |
| 30D | +11.7% | -2.7% | +14.4% | +11.0% |
| 3M | -7.4% | -3.2% | -4.2% | -7.4% |
| 6M | +40.6% | -19.7% | +60.3% | +40.0% |
| YTD | +94.3% | -12.0% | +106.3% | +101.4% |
| 1Y | +164.3% | -29.5% | +193.8% | +163.0% |
| All | +164.3% | -28.9% | +193.2% | +163.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling