+102.4%
XLP vs AZO
+297.5%
-195.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -1.9% | -5.3% | +3.4% | -0.5% |
| 3M | -2.1% | -7.3% | +5.2% | -0.4% |
| 6M | -1.8% | -22.7% | +20.8% | +4.3% |
| YTD | +8.3% | -15.0% | +23.4% | +12.0% |
| 1Y | +6.8% | -32.2% | +39.1% | +16.9% |
| 3Y | +25.7% | +10.0% | +15.7% | +20.0% |
| 5Y | +31.9% | +85.8% | -53.9% | +8.2% |
| All | +102.4% | +297.5% | -195.0% | +41.2% |
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