+169.1%
XLB vs AXON
+1,304.2%
-1,135.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +1.7% |
| 7D | -1.5% | -26.8% | +25.3% | +2.4% |
| 30D | +6.1% | -22.9% | +29.0% | +9.4% |
| 3M | 0.0% | -40.1% | +40.1% | +6.2% |
| 6M | 0.0% | -18.9% | +18.8% | +0.8% |
| YTD | +16.0% | -44.9% | +60.9% | +22.3% |
| 1Y | +24.7% | -46.7% | +71.4% | +32.1% |
| 3Y | +40.4% | +44.3% | -4.0% | +21.6% |
| 5Y | +30.7% | +71.4% | -40.7% | +6.3% |
| All | +169.1% | +1,304.2% | -1,135.1% | +61.6% |
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