+91.2%
EWZ vs AZO
+297.5%
-206.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +2.1% |
| 30D | +13.5% | -5.3% | +18.8% | +15.3% |
| 3M | +15.2% | -7.3% | +22.6% | +17.3% |
| 6M | +3.7% | -22.7% | +26.4% | +11.8% |
| YTD | +22.5% | -15.0% | +37.6% | +27.6% |
| 1Y | +35.3% | -32.2% | +67.5% | +51.5% |
| 3Y | +50.2% | +10.0% | +40.2% | +38.9% |
| 5Y | +64.6% | +85.8% | -21.3% | +19.5% |
| All | +91.2% | +297.5% | -206.2% | +11.6% |
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