-9.5%
AZO vs XME
+5.2%
-14.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | +5.3% | -5.5% | +10.8% | +5.3% |
| 30D | +18.4% | -11.1% | +29.6% | +18.5% |
| 3M | +9.8% | -11.1% | +21.0% | +9.7% |
| 6M | -4.5% | -18.0% | +13.5% | -4.4% |
| YTD | -1.9% | -7.4% | +5.4% | -1.7% |
| 1Y | -9.5% | +6.7% | -16.2% | -8.3% |
| All | -9.5% | +5.2% | -14.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling