+1,193.7%
EWY vs AZO
+11,937.5%
-10,743.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | +9.3% | -5.3% | +14.6% | +11.2% |
| 3M | +2.4% | -7.3% | +9.8% | +3.8% |
| 6M | +40.3% | -22.7% | +62.9% | +50.7% |
| YTD | +88.0% | -15.0% | +103.0% | +94.8% |
| 1Y | +143.8% | -32.2% | +176.1% | +172.5% |
| 3Y | +217.8% | +10.0% | +207.8% | +190.0% |
| 5Y | +142.7% | +85.8% | +56.9% | +76.0% |
| 10Y | +291.7% | +298.9% | -7.2% | +99.3% |
| All | +1,193.7% | +11,937.5% | -10,743.8% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling