+110.5%
FE vs AZO
+297.5%
-186.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -1.7% | -2.9% | +1.2% | -1.0% |
| 30D | -1.3% | -5.3% | +4.0% | 0.0% |
| 3M | +0.6% | -7.3% | +7.9% | +2.2% |
| 6M | -6.8% | -22.7% | +15.8% | -1.3% |
| YTD | +6.4% | -15.0% | +21.5% | +9.7% |
| 1Y | +11.3% | -32.2% | +43.5% | +21.5% |
| 3Y | +47.1% | +10.0% | +37.1% | +39.0% |
| 5Y | +50.4% | +85.8% | -35.4% | +19.6% |
| All | +110.5% | +297.5% | -186.9% | +45.8% |
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