+160.0%
EXPE vs AZO
+296.8%
-136.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | -3.6% | -2.2% | -4.4% |
| 30D | -13.6% | -5.6% | -8.1% | -11.7% |
| 3M | +25.2% | -6.6% | +31.8% | +28.5% |
| 6M | +22.3% | -22.5% | +44.9% | +34.1% |
| YTD | -0.3% | -15.2% | +14.9% | +4.8% |
| 1Y | +27.8% | -33.9% | +61.7% | +47.9% |
| 3Y | +162.4% | +11.8% | +150.6% | +139.8% |
| 5Y | +95.8% | +85.5% | +10.3% | +38.5% |
| All | +160.0% | +296.8% | -136.8% | +46.0% |
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