+57.9%
XLF vs AXON
+71.5%
-13.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.8% |
| 7D | +0.7% | -28.7% | +29.5% | +4.7% |
| 30D | +6.0% | -28.3% | +34.3% | +9.9% |
| 3M | +1.0% | -46.9% | +47.9% | +8.3% |
| 6M | +14.0% | -24.9% | +38.8% | +15.9% |
| YTD | +7.2% | -46.6% | +53.8% | +13.1% |
| 1Y | +11.6% | -49.7% | +61.3% | +18.6% |
| 3Y | +81.2% | +40.6% | +40.6% | +55.0% |
| 5Y | +57.9% | +71.9% | -14.0% | +19.9% |
| All | +57.9% | +71.5% | -13.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling