+217.7%
XLF vs AXON
+1,058.0%
-840.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +7.6% | -22.8% | +30.4% | +11.2% |
| 3M | +1.1% | -48.8% | +49.8% | +10.5% |
| 6M | +15.9% | -16.3% | +32.2% | +16.5% |
| YTD | +8.4% | -44.5% | +52.9% | +14.7% |
| 1Y | +12.5% | -43.4% | +55.9% | +18.6% |
| 3Y | +81.6% | +44.3% | +37.3% | +57.0% |
| 5Y | +59.3% | +85.1% | -25.8% | +27.4% |
| All | +217.7% | +1,058.0% | -840.3% | +85.8% |
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