+1,106.7%
XLY vs AZO
+8,889.8%
-7,783.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -3.6% | +1.9% | -0.3% |
| 30D | -4.2% | -5.6% | +1.4% | -2.0% |
| 3M | -2.7% | -6.6% | +4.0% | -0.4% |
| 6M | -0.6% | -22.5% | +21.9% | +9.1% |
| YTD | -5.0% | -15.2% | +10.2% | 0.0% |
| 1Y | -4.1% | -33.9% | +29.8% | +11.3% |
| 3Y | +33.6% | +11.8% | +21.8% | +22.4% |
| 5Y | +28.7% | +85.5% | -56.8% | -6.2% |
| 10Y | +219.6% | +298.2% | -78.6% | +60.0% |
| All | +1,106.7% | +8,889.8% | -7,783.1% | +58.5% |
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