+70.3%
XLI vs AZO
+10.0%
+60.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -3.6% | +1.9% | -1.1% |
| 30D | -7.3% | -5.6% | -1.7% | -6.5% |
| 3M | -1.3% | -6.6% | +5.3% | -0.5% |
| 6M | +2.2% | -22.5% | +24.7% | +6.5% |
| YTD | +11.7% | -15.2% | +26.9% | +14.3% |
| 1Y | +14.3% | -33.9% | +48.2% | +22.9% |
| 3Y | +70.3% | +11.8% | +58.5% | +61.8% |
| All | +70.3% | +10.0% | +60.3% | +61.8% |
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