+222.9%
EWY vs AZO
+10.0%
+212.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.1% | -3.6% | +3.5% | -0.4% |
| 30D | +7.3% | -5.6% | +12.9% | +6.8% |
| 3M | -5.1% | -6.6% | +1.5% | -5.5% |
| 6M | +42.1% | -22.5% | +64.6% | +43.0% |
| YTD | +94.1% | -15.2% | +109.3% | +95.4% |
| 1Y | +147.8% | -33.9% | +181.8% | +153.9% |
| 3Y | +222.9% | +11.8% | +211.1% | +205.7% |
| All | +222.9% | +10.0% | +212.9% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling