+1,019.2%
XLE vs AXTI
+516.0%
+503.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +19.5% | -17.6% | +0.7% |
| 7D | -0.2% | -1.2% | +1.0% | -0.5% |
| 30D | -4.0% | -24.2% | +20.2% | -3.0% |
| 3M | +4.6% | -36.3% | +41.0% | +6.0% |
| 6M | +12.3% | -62.7% | +75.0% | +15.0% |
| YTD | +44.5% | +187.3% | -142.7% | +24.3% |
| 1Y | +42.4% | +344.8% | -302.4% | +18.1% |
| 3Y | +67.0% | +2,272.2% | -2,205.2% | +13.5% |
| 5Y | +161.9% | +419.6% | -257.7% | +95.1% |
| 10Y | +173.9% | +888.8% | -715.0% | +82.2% |
| All | +1,019.2% | +516.0% | +503.2% | +556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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