+1,084.6%
XLI vs AZO
+8,904.6%
-7,819.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.3% |
| 30D | -8.2% | -5.3% | -2.9% | -6.6% |
| 3M | +0.8% | -7.3% | +8.1% | +2.8% |
| 6M | +0.8% | -22.7% | +23.5% | +8.8% |
| YTD | +10.5% | -15.0% | +25.6% | +15.1% |
| 1Y | +14.1% | -32.2% | +46.4% | +27.8% |
| 3Y | +68.6% | +10.0% | +58.6% | +57.7% |
| 5Y | +80.4% | +85.8% | -5.4% | +38.6% |
| 10Y | +254.6% | +298.9% | -44.2% | +103.4% |
| All | +1,084.6% | +8,904.6% | -7,819.9% | +144.7% |
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