+835.4%
XLI vs AXON
+101,343.3%
-100,508.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.9% |
| 7D | -1.1% | -14.2% | +13.1% | +0.7% |
| 30D | -5.9% | -15.4% | +9.4% | -4.4% |
| 3M | -0.3% | +0.5% | -0.7% | -1.1% |
| 6M | +0.1% | -9.5% | +9.6% | -0.1% |
| YTD | +13.6% | -9.2% | +22.8% | +12.7% |
| 1Y | +17.2% | -29.4% | +46.6% | +19.5% |
| 3Y | +68.2% | +139.4% | -71.2% | +44.4% |
| 5Y | +80.7% | +178.9% | -98.2% | +49.0% |
| 10Y | +253.3% | +1,840.8% | -1,587.5% | +120.5% |
| All | +835.4% | +101,343.3% | -100,508.0% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling