+149.7%
XBI vs AZO
+296.8%
-147.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.6% | -1.1% | -3.7% |
| 30D | -2.0% | -5.6% | +3.6% | -0.4% |
| 3M | +17.8% | -6.6% | +24.4% | +19.5% |
| 6M | +23.7% | -22.5% | +46.2% | +32.1% |
| YTD | +28.2% | -15.2% | +43.4% | +33.1% |
| 1Y | +64.0% | -33.9% | +97.9% | +82.7% |
| 3Y | +99.4% | +11.8% | +87.6% | +87.1% |
| 5Y | +19.3% | +85.5% | -66.2% | -5.3% |
| All | +149.7% | +296.8% | -147.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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