+686.2%
XLE vs AXON
+101,343.3%
-100,657.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.4% |
| 7D | +2.2% | -14.2% | +16.4% | +3.9% |
| 30D | +11.8% | -15.4% | +27.2% | +13.5% |
| 3M | +9.8% | +0.5% | +9.3% | +8.6% |
| 6M | +15.6% | -9.5% | +25.1% | +14.9% |
| YTD | +45.3% | -9.2% | +54.5% | +43.5% |
| 1Y | +48.3% | -29.4% | +77.7% | +50.6% |
| 3Y | +55.4% | +139.4% | -84.0% | +31.3% |
| 5Y | +216.1% | +178.9% | +37.2% | +155.0% |
| 10Y | +178.4% | +1,840.8% | -1,662.4% | +65.9% |
| All | +686.2% | +101,343.3% | -100,657.1% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling