+35.5%
XLV vs AZO
+85.8%
-50.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -3.6% | 0.0% | -2.7% |
| 30D | -1.8% | -5.6% | +3.7% | -0.5% |
| 3M | +7.8% | -6.6% | +14.4% | +9.3% |
| 6M | +9.1% | -22.5% | +31.6% | +15.3% |
| YTD | +7.7% | -15.2% | +22.9% | +11.2% |
| 1Y | +20.4% | -33.9% | +54.4% | +31.7% |
| 3Y | +30.8% | +11.8% | +19.0% | +24.4% |
| All | +35.5% | +85.8% | -50.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling