+29.0%
XLB vs AXON
+71.5%
-42.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +1.2% |
| 7D | -1.5% | -26.8% | +25.3% | +1.7% |
| 30D | +6.1% | -22.9% | +29.0% | +8.8% |
| 3M | 0.0% | -40.1% | +40.1% | +5.1% |
| 6M | 0.0% | -18.9% | +18.8% | +0.6% |
| YTD | +16.0% | -44.9% | +60.9% | +21.5% |
| 1Y | +24.7% | -46.7% | +71.4% | +31.2% |
| 3Y | +40.4% | +44.3% | -4.0% | +18.7% |
| All | +29.0% | +71.5% | -42.5% | -3.3% |
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