+77.2%
AXON vs XME
+110.8%
-33.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.4% | -21.5% | -19.5% |
| 7D | -26.8% | -4.5% | -22.4% | -25.6% |
| 30D | -22.9% | -10.9% | -12.0% | -19.6% |
| 3M | -40.1% | -15.3% | -24.8% | -36.2% |
| 6M | -18.9% | -24.6% | +5.7% | -10.2% |
| YTD | -44.9% | -9.6% | -35.3% | -43.8% |
| 1Y | -46.7% | +2.9% | -49.6% | -48.5% |
| 3Y | +44.3% | +86.9% | -42.6% | +3.0% |
| All | +77.2% | +110.8% | -33.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling