+177.8%
XLE vs AZO
+296.8%
-119.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.7% | -3.6% | +5.3% | +2.7% |
| 30D | +6.7% | -5.6% | +12.3% | +8.4% |
| 3M | +14.9% | -6.6% | +21.5% | +16.6% |
| 6M | +15.9% | -22.5% | +38.4% | +23.6% |
| YTD | +47.7% | -15.2% | +62.9% | +52.7% |
| 1Y | +50.7% | -33.9% | +84.7% | +67.9% |
| 3Y | +57.9% | +11.8% | +46.1% | +45.4% |
| 5Y | +227.0% | +85.5% | +141.5% | +143.1% |
| All | +177.8% | +296.8% | -119.0% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling