+1,472.1%
AXTI vs VIG
+250.0%
+1,222.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.9% |
| 7D | +5.1% | -1.1% | +6.1% | +6.6% |
| 30D | -17.5% | -2.7% | -14.7% | -14.4% |
| 3M | -26.7% | +2.5% | -29.2% | -29.8% |
| 6M | +36.8% | +9.2% | +27.5% | +20.0% |
| YTD | +296.1% | +9.8% | +286.3% | +248.5% |
| 1Y | +1,810.6% | +12.4% | +1,798.2% | +1,552.0% |
| 3Y | +2,587.6% | +55.9% | +2,531.7% | +1,488.8% |
| 5Y | +601.7% | +63.9% | +537.8% | +298.0% |
| All | +1,472.1% | +250.0% | +1,222.1% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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