+226.0%
XLE vs AZO
+85.0%
+141.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | +6.6% | -5.3% | +11.9% | +7.3% |
| 3M | +12.3% | -7.3% | +19.6% | +13.2% |
| 6M | +18.4% | -22.7% | +41.1% | +22.4% |
| YTD | +47.2% | -15.0% | +62.3% | +49.7% |
| 1Y | +50.3% | -32.2% | +82.5% | +58.7% |
| 3Y | +55.3% | +10.0% | +45.3% | +47.9% |
| 5Y | +226.0% | +85.8% | +140.1% | +177.5% |
| All | +226.0% | +85.0% | +141.0% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling