+158.1%
XLE vs AXON
+72.9%
+85.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -6.7% | -27.4% | +20.7% | -5.6% |
| 30D | -4.4% | -28.5% | +24.0% | -3.3% |
| 3M | +4.0% | -49.3% | +53.3% | +6.6% |
| 6M | +13.2% | -25.0% | +38.2% | +13.1% |
| YTD | +41.9% | -46.7% | +88.6% | +44.4% |
| 1Y | +41.6% | -48.3% | +89.9% | +44.5% |
| 3Y | +64.0% | +38.8% | +25.2% | +49.9% |
| 5Y | +158.1% | +77.7% | +80.4% | +120.1% |
| All | +158.1% | +72.9% | +85.2% | +120.1% |
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