+28.3%
XLB vs AXON
+81.2%
-52.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -1.0% |
| 7D | 0.0% | -19.7% | +19.7% | +2.2% |
| 30D | +5.3% | -25.7% | +31.0% | +8.4% |
| 3M | 0.0% | -48.8% | +48.8% | +6.9% |
| 6M | +1.2% | -22.0% | +23.2% | +2.4% |
| YTD | +16.9% | -45.9% | +62.8% | +22.7% |
| 1Y | +20.9% | -46.1% | +67.0% | +26.9% |
| 3Y | +43.3% | +40.9% | +2.4% | +21.6% |
| 5Y | +28.3% | +80.2% | -51.9% | -4.3% |
| All | +28.3% | +81.2% | -52.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling