+2,965.3%
AZO vs XME
+227.9%
+2,737.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -3.6% | -4.2% | +0.6% | -2.7% |
| 30D | -5.6% | -2.7% | -2.8% | -5.2% |
| 3M | -6.6% | -3.9% | -2.7% | -6.3% |
| 6M | -22.5% | -1.0% | -21.5% | -23.2% |
| YTD | -15.2% | +9.8% | -25.0% | -18.0% |
| 1Y | -33.9% | +32.5% | -66.5% | -39.0% |
| 3Y | +11.8% | +124.3% | -112.5% | -9.6% |
| 5Y | +85.5% | +165.8% | -80.3% | +41.1% |
| 10Y | +298.2% | +411.8% | -113.6% | +147.7% |
| All | +2,965.3% | +227.9% | +2,737.3% | +1,633.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling