+91.4%
EXPE vs AZO
+85.8%
+5.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | -3.6% | -2.2% | -4.8% |
| 30D | -13.6% | -5.6% | -8.1% | -12.2% |
| 3M | +25.2% | -6.6% | +31.8% | +27.5% |
| 6M | +22.3% | -22.5% | +44.9% | +30.2% |
| YTD | -0.3% | -15.2% | +14.9% | +3.1% |
| 1Y | +27.8% | -33.9% | +61.7% | +41.7% |
| 3Y | +162.4% | +11.8% | +150.6% | +144.5% |
| All | +91.4% | +85.8% | +5.6% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling