+42.6%
XLP vs AXON
+72.9%
-30.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.3% | -27.4% | +29.7% | +3.3% |
| 30D | +9.1% | -28.5% | +37.6% | +10.1% |
| 3M | +7.9% | -49.3% | +57.1% | +9.8% |
| 6M | +9.6% | -25.0% | +34.6% | +10.1% |
| YTD | +19.4% | -46.7% | +66.2% | +21.2% |
| 1Y | +22.4% | -48.3% | +70.6% | +24.2% |
| 3Y | +43.2% | +38.8% | +4.4% | +34.0% |
| 5Y | +42.6% | +77.7% | -35.1% | +25.0% |
| All | +42.6% | +72.9% | -30.3% | +25.0% |
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