+788.5%
XLK vs AZO
+296.8%
+491.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.2% |
| 30D | -0.6% | -5.6% | +4.9% | +0.9% |
| 3M | +2.6% | -6.6% | +9.2% | +3.9% |
| 6M | +34.0% | -22.5% | +56.5% | +42.8% |
| YTD | +30.7% | -15.2% | +45.8% | +35.0% |
| 1Y | +39.2% | -33.9% | +73.1% | +55.0% |
| 3Y | +120.4% | +11.8% | +108.6% | +101.5% |
| 5Y | +148.8% | +85.5% | +63.3% | +87.1% |
| All | +788.5% | +296.8% | +491.6% | +453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling