+85.2%
AZO vs XME
+162.6%
-77.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -4.2% | +0.6% | -3.1% |
| 30D | -5.6% | -2.7% | -2.8% | -5.4% |
| 3M | -6.6% | -3.9% | -2.7% | -6.3% |
| 6M | -22.5% | -1.0% | -21.5% | -22.8% |
| YTD | -15.2% | +9.8% | -25.0% | -16.8% |
| 1Y | -33.9% | +32.5% | -66.5% | -37.2% |
| 3Y | +11.8% | +124.3% | -112.5% | -4.2% |
| All | +85.2% | +162.6% | -77.3% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling