+251.6%
XLF vs AXON
+1,811.1%
-1,559.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | -1.3% | -17.8% | +16.5% | +1.3% |
| 3M | +9.1% | +8.3% | +0.9% | +6.7% |
| 6M | +14.4% | -12.4% | +26.7% | +14.6% |
| YTD | +5.1% | -13.7% | +18.8% | +4.9% |
| 1Y | +8.6% | -33.1% | +41.7% | +12.4% |
| 3Y | +74.4% | +128.2% | -53.8% | +41.8% |
| 5Y | +64.4% | +170.5% | -106.1% | +25.2% |
| 10Y | +251.6% | +1,846.0% | -1,594.4% | +87.4% |
| All | +251.6% | +1,811.1% | -1,559.5% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling