+906.3%
XBI vs AZO
+2,859.9%
-1,953.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.6% | -1.1% | -3.4% |
| 30D | -2.0% | -5.6% | +3.6% | 0.0% |
| 3M | +17.8% | -6.6% | +24.4% | +20.0% |
| 6M | +23.7% | -22.5% | +46.2% | +34.2% |
| YTD | +28.2% | -15.2% | +43.4% | +34.2% |
| 1Y | +64.0% | -33.9% | +97.9% | +87.3% |
| 3Y | +99.4% | +11.8% | +87.6% | +84.3% |
| 5Y | +19.3% | +85.5% | -66.2% | -10.7% |
| 10Y | +158.7% | +298.2% | -139.5% | +36.3% |
| All | +906.3% | +2,859.9% | -1,953.6% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling