+147.8%
EWY vs AZO
-32.5%
+180.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.1% | -3.6% | +3.5% | -1.1% |
| 30D | +7.3% | -5.6% | +12.9% | +5.7% |
| 3M | -5.1% | -6.6% | +1.5% | -6.1% |
| 6M | +42.1% | -22.5% | +64.6% | +39.9% |
| YTD | +94.1% | -15.2% | +109.3% | +99.4% |
| 1Y | +147.8% | -33.9% | +181.8% | +140.7% |
| All | +147.8% | -32.5% | +180.4% | +140.7% |
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 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