+414.6%
XLF vs AZO
+8,889.8%
-8,475.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -3.6% | +2.1% | 0.0% |
| 30D | -1.2% | -5.6% | +4.4% | +1.1% |
| 3M | +9.2% | -6.6% | +15.8% | +11.6% |
| 6M | +16.3% | -22.5% | +38.8% | +27.6% |
| YTD | +5.4% | -15.2% | +20.6% | +10.7% |
| 1Y | +7.6% | -33.9% | +41.5% | +24.8% |
| 3Y | +74.2% | +11.8% | +62.4% | +58.8% |
| 5Y | +66.1% | +85.5% | -19.4% | +19.0% |
| 10Y | +252.8% | +298.2% | -45.4% | +72.7% |
| All | +414.6% | +8,889.8% | -8,475.2% | -30.4% |
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