+1,037.2%
XLE vs AZN
+818.9%
+218.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +12.6% | -0.9% | +13.5% | +12.8% |
| 3M | +11.8% | -11.8% | +23.7% | +15.7% |
| 6M | +16.1% | -17.6% | +33.7% | +22.1% |
| YTD | +46.9% | -12.0% | +58.9% | +50.8% |
| 1Y | +53.3% | -0.9% | +54.1% | +50.6% |
| 3Y | +54.9% | +23.7% | +31.3% | +38.9% |
| 5Y | +225.7% | +54.5% | +171.2% | +164.6% |
| 10Y | +170.7% | +218.2% | -47.5% | +63.9% |
| All | +1,037.2% | +818.9% | +218.3% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling