+60.1%
EWZ vs AZO
+86.9%
-26.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -0.1% | -0.8% | +0.8% | +0.1% |
| 30D | +8.2% | -5.1% | +13.3% | +9.1% |
| 3M | +13.3% | -7.2% | +20.5% | +14.4% |
| 6M | +3.6% | -20.7% | +24.3% | +7.5% |
| YTD | +21.0% | -14.2% | +35.1% | +23.8% |
| 1Y | +34.7% | -32.2% | +66.8% | +43.5% |
| 3Y | +48.3% | +11.1% | +37.2% | +41.8% |
| 5Y | +60.1% | +87.6% | -27.5% | +29.4% |
| All | +60.1% | +86.9% | -26.9% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling