+177.8%
XLE vs AZN
+223.4%
-45.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.7% | -1.6% | +3.2% | +2.0% |
| 30D | +6.7% | +1.1% | +5.7% | +6.4% |
| 3M | +14.9% | -12.1% | +27.0% | +17.7% |
| 6M | +15.9% | -17.1% | +33.0% | +20.0% |
| YTD | +47.7% | -12.0% | +59.7% | +50.3% |
| 1Y | +50.7% | -0.2% | +50.9% | +48.3% |
| 3Y | +57.9% | +26.8% | +31.1% | +43.8% |
| 5Y | +227.0% | +56.9% | +170.1% | +175.1% |
| All | +177.8% | +223.4% | -45.6% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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