+179.2%
XLE vs AZN
+339.5%
-160.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.4% | -1.1% | +6.5% | +5.6% |
| 30D | -3.9% | +13.8% | -17.8% | -6.6% |
| 3M | +7.0% | +17.3% | -10.3% | +3.2% |
| 6M | +14.2% | -1.7% | +15.9% | +14.0% |
| YTD | +48.2% | +1.4% | +46.8% | +46.1% |
| 1Y | +47.7% | +5.2% | +42.5% | +44.2% |
| 3Y | +70.0% | +52.6% | +17.4% | +48.3% |
| 5Y | +169.1% | +72.9% | +96.3% | +122.8% |
| All | +179.2% | +339.5% | -160.3% | +96.5% |
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