+153.3%
XOP vs AZO
+85.8%
+67.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.6% | -3.6% | +6.2% | +3.1% |
| 30D | +9.6% | -5.6% | +15.2% | +10.4% |
| 3M | +20.4% | -6.6% | +27.0% | +21.2% |
| 6M | +19.9% | -22.5% | +42.4% | +24.0% |
| YTD | +56.4% | -15.2% | +71.6% | +59.0% |
| 1Y | +52.4% | -33.9% | +86.4% | +62.3% |
| 3Y | +39.9% | +11.8% | +28.1% | +30.0% |
| All | +153.3% | +85.8% | +67.5% | +103.1% |
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