+139.5%
XLP vs AXON
+1,058.0%
-918.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.3% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | +7.3% | -22.8% | +30.1% | +8.7% |
| 3M | +8.1% | -48.8% | +56.8% | +11.8% |
| 6M | +10.5% | -16.3% | +26.8% | +10.7% |
| YTD | +21.2% | -44.5% | +65.6% | +23.8% |
| 1Y | +22.7% | -43.4% | +66.1% | +25.2% |
| 3Y | +44.8% | +44.3% | +0.5% | +35.0% |
| 5Y | +44.7% | +85.1% | -40.4% | +30.1% |
| All | +139.5% | +1,058.0% | -918.5% | +90.8% |
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