+303.5%
EWY vs AZO
+296.8%
+6.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -3.6% | +3.5% | +0.7% |
| 30D | +7.3% | -5.6% | +12.9% | +8.6% |
| 3M | -5.1% | -6.6% | +1.5% | -4.5% |
| 6M | +42.1% | -22.5% | +64.6% | +49.6% |
| YTD | +94.1% | -15.2% | +109.3% | +99.3% |
| 1Y | +147.8% | -33.9% | +181.8% | +171.6% |
| 3Y | +222.9% | +11.8% | +211.1% | +197.1% |
| 5Y | +150.6% | +85.5% | +65.1% | +90.2% |
| All | +303.5% | +296.8% | +6.7% | +147.1% |
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