+36.5%
XLB vs AXON
+179.8%
-143.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.1% |
| 7D | -1.4% | -14.2% | +12.8% | +0.2% |
| 30D | -0.4% | -15.4% | +15.0% | +1.1% |
| 3M | +2.0% | +0.5% | +1.5% | +1.2% |
| 6M | +1.8% | -9.5% | +11.3% | +2.0% |
| YTD | +16.6% | -9.2% | +25.8% | +16.2% |
| 1Y | +16.9% | -29.4% | +46.3% | +20.1% |
| 3Y | +32.6% | +139.4% | -106.9% | +6.8% |
| All | +36.5% | +179.8% | -143.3% | -1.4% |
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