+85.2%
AZO vs XPO
+261.3%
-176.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -3.0% |
| 30D | -5.6% | -12.8% | +7.3% | -4.3% |
| 3M | -6.6% | -20.0% | +13.3% | -4.7% |
| 6M | -22.5% | -6.0% | -16.5% | -22.3% |
| YTD | -15.2% | +34.0% | -49.2% | -18.1% |
| 1Y | -33.9% | +35.6% | -69.5% | -36.5% |
| 3Y | +11.8% | +152.3% | -140.5% | -3.0% |
| All | +85.2% | +261.3% | -176.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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