+18.0%
EXE vs AZO
+10.0%
+8.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -3.6% | +0.4% | -2.9% |
| 30D | -0.9% | -5.6% | +4.6% | -0.5% |
| 3M | +9.6% | -6.6% | +16.2% | +10.0% |
| 6M | -11.6% | -22.5% | +10.9% | -9.9% |
| YTD | -12.6% | -15.2% | +2.6% | -11.6% |
| 1Y | +1.2% | -33.9% | +35.1% | +4.5% |
| 3Y | +18.0% | +11.8% | +6.2% | +16.9% |
| All | +18.0% | +10.0% | +8.0% | +16.9% |
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