-67.1%
SE vs AZO
+85.8%
-152.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -5.2% | -3.6% | -1.6% | -4.1% |
| 30D | -17.1% | -5.6% | -11.5% | -15.6% |
| 3M | +24.0% | -6.6% | +30.6% | +26.3% |
| 6M | +21.0% | -22.5% | +43.5% | +30.8% |
| YTD | -16.7% | -15.2% | -1.5% | -12.5% |
| 1Y | -45.9% | -33.9% | -12.0% | -38.1% |
| 3Y | +177.8% | +11.8% | +166.0% | +151.0% |
| All | -67.1% | +85.8% | -152.9% | -76.9% |
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