+1,037.2%
XLE vs AZO
+9,123.8%
-8,086.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +12.6% | -5.6% | +18.3% | +14.3% |
| 3M | +11.8% | -4.0% | +15.8% | +12.6% |
| 6M | +16.1% | -18.9% | +35.0% | +21.9% |
| YTD | +46.9% | -13.0% | +59.8% | +50.7% |
| 1Y | +53.3% | -30.4% | +83.7% | +67.0% |
| 3Y | +54.9% | +12.7% | +42.2% | +44.9% |
| 5Y | +225.7% | +89.6% | +136.0% | +157.0% |
| 10Y | +170.7% | +304.7% | -134.0% | +67.7% |
| All | +1,037.2% | +9,123.8% | -8,086.6% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling