+166.9%
XLE vs AZO
+72.0%
+94.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +1.0% |
| 7D | +5.4% | +1.3% | +4.1% | +5.3% |
| 30D | -3.9% | +12.0% | -15.9% | -5.4% |
| 3M | +7.0% | +7.2% | -0.2% | +5.9% |
| 6M | +14.2% | -3.2% | +17.4% | +14.5% |
| YTD | +48.2% | -3.9% | +52.1% | +48.1% |
| 1Y | +47.7% | -14.7% | +62.3% | +50.6% |
| 3Y | +70.0% | +20.4% | +49.6% | +60.3% |
| All | +166.9% | +72.0% | +94.9% | +125.2% |
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