+70.0%
XLI vs AXON
+71.5%
-1.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +7.0% | +4.2% |
| 7D | -0.5% | -28.7% | +28.3% | +3.6% |
| 30D | -0.2% | -28.3% | +28.1% | +3.7% |
| 3M | -8.6% | -46.9% | +38.4% | -1.5% |
| 6M | -2.0% | -24.9% | +22.9% | -0.2% |
| YTD | +9.7% | -46.6% | +56.4% | +16.3% |
| 1Y | +11.4% | -49.7% | +61.1% | +19.1% |
| 3Y | +74.2% | +40.6% | +33.6% | +48.6% |
| 5Y | +70.0% | +71.9% | -1.9% | +29.1% |
| All | +70.0% | +71.5% | -1.5% | +29.1% |
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