+141.3%
XLC vs AZO
+320.4%
-179.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -1.7% | -2.9% | +1.3% | -0.9% |
| 30D | +0.2% | -5.3% | +5.5% | +1.7% |
| 3M | +0.7% | -7.3% | +8.1% | +2.6% |
| 6M | -4.5% | -22.7% | +18.2% | +2.0% |
| YTD | -4.7% | -15.0% | +10.3% | -1.4% |
| 1Y | -1.5% | -32.2% | +30.7% | +8.7% |
| 3Y | +72.2% | +10.0% | +62.2% | +60.9% |
| 5Y | +39.3% | +85.8% | -46.5% | +5.8% |
| All | +141.3% | +320.4% | -179.1% | +46.2% |
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