+35.8%
XLC vs AXON
+71.5%
-35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -18.2% | +18.6% | +3.1% |
| 7D | +4.9% | -26.8% | +31.7% | +9.4% |
| 30D | -5.8% | -22.9% | +17.1% | -2.7% |
| 3M | -5.4% | -40.1% | +34.7% | +1.0% |
| 6M | -10.2% | -18.9% | +8.7% | -9.5% |
| YTD | -10.2% | -44.9% | +34.7% | -4.6% |
| 1Y | -5.6% | -46.7% | +41.1% | +0.7% |
| 3Y | +61.0% | +44.3% | +16.7% | +27.2% |
| All | +35.8% | +71.5% | -35.7% | -10.7% |
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