+0.8%
XLI vs AZO
-21.6%
+22.5%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -2.1% |
| 30D | -8.2% | -5.3% | -2.9% | -7.8% |
| 3M | +0.8% | -7.3% | +8.1% | +1.4% |
| 6M | +0.8% | -22.7% | +23.5% | +8.9% |
| All | +0.8% | -21.6% | +22.5% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling