+226.0%
XLE vs AZN
+54.9%
+171.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.5% | -3.1% | +3.6% | +0.8% |
| 30D | +6.6% | +0.6% | +6.0% | +6.4% |
| 3M | +12.3% | -10.8% | +23.1% | +13.6% |
| 6M | +18.4% | -18.1% | +36.5% | +20.9% |
| YTD | +47.2% | -12.3% | +59.5% | +48.6% |
| 1Y | +50.3% | -0.2% | +50.5% | +48.3% |
| 3Y | +55.3% | +23.4% | +31.9% | +46.0% |
| 5Y | +226.0% | +56.4% | +169.6% | +208.3% |
| All | +226.0% | +54.9% | +171.1% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling