+586.3%
FE vs AZO
+11,490.0%
-10,903.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +4.5% | +12.0% | -7.4% | +2.2% |
| 3M | +1.3% | +7.2% | -5.9% | -0.2% |
| 6M | +8.7% | -3.2% | +11.8% | +8.8% |
| YTD | +9.2% | -3.9% | +13.1% | +9.1% |
| 1Y | +7.0% | -14.7% | +21.6% | +9.4% |
| 3Y | +51.4% | +20.4% | +31.0% | +43.3% |
| 5Y | +47.7% | +72.8% | -25.1% | +28.6% |
| 10Y | +125.0% | +334.4% | -209.5% | +61.2% |
| All | +586.3% | +11,490.0% | -10,903.7% | +204.1% |
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