+562.7%
XLP vs AZO
+10,017.9%
-9,455.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | +8.3% | +11.7% | -3.3% | +5.8% |
| 3M | +8.7% | +6.4% | +2.3% | +7.2% |
| 6M | +11.2% | -5.5% | +16.7% | +12.2% |
| YTD | +20.0% | -4.5% | +24.5% | +20.4% |
| 1Y | +21.3% | -13.8% | +35.2% | +24.4% |
| 3Y | +43.8% | +19.8% | +24.0% | +36.3% |
| 5Y | +43.3% | +71.6% | -28.3% | +24.4% |
| 10Y | +136.8% | +331.5% | -194.7% | +65.5% |
| All | +562.7% | +10,017.9% | -9,455.2% | +148.6% |
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