+2,049.4%
XEL vs AZO
+41,743.6%
-39,694.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.3% |
| 30D | -3.9% | -5.6% | +1.6% | -3.1% |
| 3M | -2.8% | -6.6% | +3.8% | -1.9% |
| 6M | -5.4% | -22.5% | +17.1% | -1.8% |
| YTD | +3.8% | -15.2% | +18.9% | +6.0% |
| 1Y | +6.8% | -33.9% | +40.8% | +13.5% |
| 3Y | +45.6% | +11.8% | +33.8% | +41.5% |
| 5Y | +30.7% | +85.5% | -54.8% | +16.6% |
| 10Y | +151.7% | +298.2% | -146.5% | +98.3% |
| All | +2,049.4% | +41,743.6% | -39,694.2% | +955.9% |
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