+448.4%
AXTI vs EXE
+182.2%
+266.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +5.1% | -3.1% | +8.2% | +5.9% |
| 30D | -17.5% | -0.9% | -16.5% | -17.5% |
| 3M | -26.7% | +9.6% | -36.2% | -29.1% |
| 6M | +36.8% | -11.6% | +48.4% | +40.9% |
| YTD | +296.1% | -12.6% | +308.7% | +307.6% |
| 1Y | +1,810.6% | +1.2% | +1,809.4% | +1,787.1% |
| 3Y | +2,587.6% | +18.0% | +2,569.5% | +2,406.9% |
| 5Y | +601.7% | +101.1% | +500.6% | +438.3% |
| All | +448.4% | +182.2% | +266.2% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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