+802.1%
XLB vs AZO
+8,996.8%
-8,194.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -3.4% | -5.1% | +1.8% | -1.7% |
| 3M | +1.6% | -7.2% | +8.8% | +3.7% |
| 6M | +3.6% | -20.7% | +24.4% | +11.0% |
| YTD | +14.2% | -14.2% | +28.4% | +18.8% |
| 1Y | +15.6% | -32.2% | +47.7% | +29.8% |
| 3Y | +33.1% | +11.1% | +22.0% | +24.2% |
| 5Y | +35.1% | +87.6% | -52.5% | +3.1% |
| 10Y | +164.5% | +302.9% | -138.4% | +49.4% |
| All | +802.1% | +8,996.8% | -8,194.7% | +84.1% |
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