+508.9%
XLP vs AZO
+9,222.8%
-8,713.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -0.9% | -2.7% | +1.8% | -0.3% |
| 3M | +3.8% | -3.2% | +7.0% | +4.4% |
| 6M | -1.7% | -19.7% | +18.0% | +2.6% |
| YTD | +10.3% | -12.0% | +22.3% | +12.7% |
| 1Y | +7.8% | -29.5% | +37.3% | +15.4% |
| 3Y | +27.2% | +17.3% | +9.9% | +21.0% |
| 5Y | +32.5% | +94.1% | -61.5% | +12.1% |
| 10Y | +101.8% | +303.3% | -201.5% | +43.2% |
| All | +508.9% | +9,222.8% | -8,713.8% | +132.7% |
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