+192.9%
XOM vs AZO
+296.8%
-103.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +4.1% | -3.6% | +7.7% | +5.0% |
| 30D | +4.6% | -5.6% | +10.1% | +6.0% |
| 3M | +14.0% | -6.6% | +20.6% | +15.5% |
| 6M | +11.0% | -22.5% | +33.5% | +17.4% |
| YTD | +40.7% | -15.2% | +55.9% | +44.9% |
| 1Y | +52.3% | -33.9% | +86.2% | +67.3% |
| 3Y | +60.5% | +11.8% | +48.7% | +49.3% |
| 5Y | +266.4% | +85.5% | +180.9% | +182.7% |
| All | +192.9% | +296.8% | -103.9% | +84.0% |
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