+74.2%
XLF vs AZO
+10.0%
+64.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -3.6% | +2.1% | -0.9% |
| 30D | -1.2% | -5.6% | +4.4% | -0.3% |
| 3M | +9.2% | -6.6% | +15.8% | +10.1% |
| 6M | +16.3% | -22.5% | +38.8% | +20.7% |
| YTD | +5.4% | -15.2% | +20.6% | +7.2% |
| 1Y | +7.6% | -33.9% | +41.5% | +15.4% |
| 3Y | +74.2% | +11.8% | +62.4% | +65.8% |
| All | +74.2% | +10.0% | +64.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling