+576.2%
FE vs AZO
+10,507.3%
-9,931.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -1.2% | -2.7% | +1.5% | -0.7% |
| 3M | +3.5% | -3.2% | +6.7% | +4.0% |
| 6M | -6.1% | -19.7% | +13.7% | -2.4% |
| YTD | +7.6% | -12.0% | +19.6% | +9.6% |
| 1Y | +11.9% | -29.5% | +41.4% | +18.9% |
| 3Y | +48.4% | +17.3% | +31.1% | +41.2% |
| 5Y | +44.8% | +94.1% | -49.3% | +23.2% |
| 10Y | +115.9% | +303.3% | -187.4% | +57.2% |
| All | +576.2% | +10,507.3% | -9,931.0% | +205.3% |
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