+11.8%
AZO vs XHB
+23.1%
-11.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -3.6% | -4.6% | +1.1% | -2.6% |
| 30D | -5.6% | -9.1% | +3.6% | -3.7% |
| 3M | -6.6% | -8.6% | +1.9% | -5.0% |
| 6M | -22.5% | -4.0% | -18.5% | -22.1% |
| YTD | -15.2% | -3.9% | -11.2% | -14.8% |
| 1Y | -33.9% | -16.5% | -17.5% | -32.0% |
| 3Y | +11.8% | +22.6% | -10.8% | +6.7% |
| All | +11.8% | +23.1% | -11.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling