+18.9%
UL vs AZO
+85.8%
-66.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.4% | -3.6% | +0.2% | -2.7% |
| 30D | +0.5% | -5.6% | +6.0% | +1.6% |
| 3M | +7.2% | -6.6% | +13.9% | +8.6% |
| 6M | -3.1% | -22.5% | +19.5% | +1.5% |
| YTD | -2.7% | -15.2% | +12.5% | +0.1% |
| 1Y | -10.2% | -33.9% | +23.7% | -3.3% |
| 3Y | +20.3% | +11.8% | +8.4% | +17.5% |
| All | +18.9% | +85.8% | -66.9% | +3.6% |
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