+175.5%
EXE vs AZO
+133.3%
+42.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -0.8% | -5.3% | +4.5% | -0.1% |
| 3M | +10.0% | -7.3% | +17.4% | +11.0% |
| 6M | -6.3% | -22.7% | +16.3% | -3.1% |
| YTD | -10.7% | -15.0% | +4.4% | -9.1% |
| 1Y | +2.7% | -32.2% | +34.9% | +8.1% |
| 3Y | +19.1% | +10.0% | +9.1% | +14.6% |
| 5Y | +105.4% | +85.8% | +19.6% | +78.7% |
| All | +175.5% | +133.3% | +42.2% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling