+159.6%
XLB vs AXON
+1,845.5%
-1,685.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -0.2% | -2.5% | +2.2% | 0.0% |
| 30D | -1.7% | -11.5% | +9.7% | -0.4% |
| 3M | +4.4% | +7.3% | -2.9% | +2.4% |
| 6M | +5.0% | -11.9% | +17.0% | +5.2% |
| YTD | +15.5% | -11.0% | +26.5% | +14.8% |
| 1Y | +14.9% | -31.8% | +46.7% | +18.4% |
| 3Y | +34.5% | +135.4% | -100.9% | +9.8% |
| 5Y | +36.5% | +176.9% | -140.3% | +4.8% |
| 10Y | +159.6% | +1,854.5% | -1,694.9% | +47.2% |
| All | +159.6% | +1,845.5% | -1,685.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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