+215.2%
XLY vs AZO
+296.8%
-81.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -3.6% | +1.9% | -0.5% |
| 30D | -4.2% | -5.6% | +1.4% | -2.4% |
| 3M | -2.7% | -6.6% | +4.0% | -0.8% |
| 6M | -0.6% | -22.5% | +21.9% | +7.5% |
| YTD | -5.0% | -15.2% | +10.2% | -0.8% |
| 1Y | -4.1% | -33.9% | +29.8% | +9.0% |
| 3Y | +33.6% | +11.8% | +21.8% | +23.1% |
| 5Y | +28.7% | +85.5% | -56.8% | -3.4% |
| All | +215.2% | +296.8% | -81.6% | +88.0% |
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