+660.9%
XLE vs AXON
+75,157.7%
-74,496.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.8% | +6.8% | -1.8% |
| 7D | -10.3% | -12.7% | +2.4% | -8.9% |
| 30D | -3.3% | -8.6% | +5.3% | -2.4% |
| 3M | +8.2% | -37.2% | +45.4% | +13.4% |
| 6M | +5.0% | +0.5% | +4.5% | +3.1% |
| YTD | +40.6% | -32.6% | +73.2% | +43.4% |
| 1Y | +45.0% | -40.2% | +85.2% | +50.0% |
| 3Y | +56.3% | +76.1% | -19.8% | +36.7% |
| 5Y | +152.2% | +109.5% | +42.8% | +110.1% |
| 10Y | +173.0% | +1,640.5% | -1,467.5% | +64.6% |
| All | +660.9% | +75,157.7% | -74,496.8% | +208.6% |
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