+1,046.6%
AXON vs XME
+260.6%
+786.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.4% |
| 30D | -22.8% | -6.1% | -16.6% | -21.0% |
| 3M | -48.8% | -18.6% | -30.1% | -44.2% |
| 6M | -16.3% | -23.9% | +7.6% | -6.7% |
| YTD | -44.5% | -9.3% | -35.1% | -43.5% |
| 1Y | -43.4% | +1.8% | -45.2% | -45.5% |
| 3Y | +44.3% | +93.0% | -48.7% | -1.4% |
| 5Y | +85.1% | +107.0% | -21.9% | +18.8% |
| All | +1,046.6% | +260.6% | +786.0% | +361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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