+288.6%
AZO vs XYL
+150.5%
+138.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -4.0% |
| 30D | -5.6% | -11.9% | +6.4% | -1.5% |
| 3M | -6.6% | -1.5% | -5.1% | -6.4% |
| 6M | -22.5% | -11.9% | -10.6% | -19.5% |
| YTD | -15.2% | -20.6% | +5.4% | -9.2% |
| 1Y | -33.9% | -23.5% | -10.4% | -28.5% |
| 3Y | +11.8% | +14.9% | -3.0% | +2.0% |
| 5Y | +85.5% | -15.3% | +100.8% | +85.9% |
| All | +288.6% | +150.5% | +138.1% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling