+1,935.0%
AXON vs XLRE
+112.0%
+1,823.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.7% |
| 7D | -14.2% | -1.2% | -12.9% | -13.4% |
| 30D | -15.4% | -2.8% | -12.6% | -13.7% |
| 3M | +0.5% | -0.2% | +0.7% | +0.5% |
| 6M | -9.5% | +1.9% | -11.5% | -11.0% |
| YTD | -9.2% | +10.6% | -19.8% | -15.5% |
| 1Y | -29.4% | +8.8% | -38.2% | -33.7% |
| 3Y | +139.4% | +31.5% | +107.9% | +94.9% |
| 5Y | +178.9% | +6.6% | +172.3% | +161.5% |
| 10Y | +1,840.8% | +84.0% | +1,756.8% | +1,225.1% |
| All | +1,935.0% | +112.0% | +1,823.0% | +1,231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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