+67.8%
XLF vs AXON
+183.6%
-115.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | 0.0% | -14.2% | +14.2% | +1.8% |
| 30D | +0.2% | -15.4% | +15.6% | +1.8% |
| 3M | +11.7% | +0.5% | +11.2% | +10.7% |
| 6M | +13.8% | -9.5% | +23.3% | +13.7% |
| YTD | +7.0% | -9.2% | +16.2% | +6.3% |
| 1Y | +9.1% | -29.4% | +38.5% | +11.9% |
| 3Y | +75.6% | +139.4% | -63.8% | +42.1% |
| All | +67.8% | +183.6% | -115.7% | +22.0% |
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