+99.4%
XBI vs AZO
+10.0%
+89.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | -3.6% | -1.1% | -4.0% |
| 30D | -2.0% | -5.6% | +3.6% | -1.0% |
| 3M | +17.8% | -6.6% | +24.4% | +18.9% |
| 6M | +23.7% | -22.5% | +46.2% | +29.6% |
| YTD | +28.2% | -15.2% | +43.4% | +31.7% |
| 1Y | +64.0% | -33.9% | +97.9% | +77.0% |
| 3Y | +99.4% | +11.8% | +87.6% | +92.7% |
| All | +99.4% | +10.0% | +89.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling