+155.8%
EXC vs AZO
+296.8%
-141.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.1% | -3.6% | +2.5% | +0.1% |
| 30D | -3.6% | -5.6% | +1.9% | -1.8% |
| 3M | -4.3% | -6.6% | +2.4% | -2.3% |
| 6M | -9.9% | -22.5% | +12.6% | -2.6% |
| YTD | +1.8% | -15.2% | +16.9% | +6.1% |
| 1Y | +2.9% | -33.9% | +36.8% | +16.9% |
| 3Y | +19.1% | +11.8% | +7.3% | +9.7% |
| 5Y | +44.8% | +85.5% | -40.7% | +6.2% |
| All | +155.8% | +296.8% | -141.0% | +50.1% |
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