+773.5%
EXPE vs AZO
+2,830.3%
-2,056.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -11.5% | -0.8% | -10.7% | -11.2% |
| 30D | -13.1% | -5.1% | -7.9% | -10.9% |
| 3M | +18.1% | -7.2% | +25.4% | +22.3% |
| 6M | +13.3% | -20.7% | +34.0% | +25.4% |
| YTD | -3.2% | -14.2% | +10.9% | +2.3% |
| 1Y | +26.1% | -32.2% | +58.3% | +48.8% |
| 3Y | +151.7% | +11.1% | +140.6% | +127.3% |
| 5Y | +88.3% | +87.6% | +0.8% | +25.7% |
| 10Y | +158.0% | +302.9% | -144.9% | +10.8% |
| All | +773.5% | +2,830.3% | -2,056.8% | +31.1% |
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