+20.6%
EXC vs AZO
+11.4%
+9.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -0.9% | -5.1% | +4.3% | +0.1% |
| 3M | -2.7% | -7.2% | +4.5% | -1.5% |
| 6M | -9.4% | -20.7% | +11.4% | -5.9% |
| YTD | +3.0% | -14.2% | +17.2% | +5.0% |
| 1Y | +5.1% | -32.2% | +37.3% | +13.0% |
| All | +20.6% | +11.4% | +9.2% | +12.8% |
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