+159.8%
XLB vs AZO
+296.8%
-137.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.8% | -3.6% | +0.7% | -1.7% |
| 30D | -3.1% | -5.6% | +2.5% | -1.4% |
| 3M | -0.2% | -6.6% | +6.5% | +1.6% |
| 6M | +3.1% | -22.5% | +25.6% | +10.9% |
| YTD | +13.3% | -15.2% | +28.4% | +18.0% |
| 1Y | +12.0% | -33.9% | +46.0% | +26.5% |
| 3Y | +31.4% | +11.8% | +19.6% | +21.9% |
| 5Y | +33.9% | +85.5% | -51.6% | +1.2% |
| All | +159.8% | +296.8% | -137.0% | +56.7% |
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 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