+64.3%
XLF vs AZO
+85.8%
-21.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -3.6% | +2.1% | -0.6% |
| 30D | -1.2% | -5.6% | +4.4% | +0.1% |
| 3M | +9.2% | -6.6% | +15.8% | +10.6% |
| 6M | +16.3% | -22.5% | +38.8% | +23.2% |
| YTD | +5.4% | -15.2% | +20.6% | +8.4% |
| 1Y | +7.6% | -33.9% | +41.5% | +18.7% |
| 3Y | +74.2% | +11.8% | +62.4% | +61.3% |
| All | +64.3% | +85.8% | -21.5% | +25.9% |
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