+39.6%
XLC vs AXON
+81.2%
-41.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.6% |
| 7D | +3.1% | -19.7% | +22.8% | +6.0% |
| 30D | -4.2% | -25.7% | +21.5% | -0.5% |
| 3M | -2.1% | -48.8% | +46.7% | +7.2% |
| 6M | -6.6% | -22.0% | +15.4% | -5.3% |
| YTD | -7.8% | -45.9% | +38.1% | -1.9% |
| 1Y | -4.1% | -46.1% | +42.0% | +2.0% |
| 3Y | +62.6% | +40.9% | +21.7% | +29.2% |
| 5Y | +39.6% | +80.2% | -40.6% | -8.8% |
| All | +39.6% | +81.2% | -41.5% | -8.8% |
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