+42.7%
XLP vs AXON
+105.6%
-62.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.8% | +9.1% | -0.5% |
| 7D | +3.5% | -12.7% | +16.1% | +3.9% |
| 30D | +11.6% | -8.6% | +20.2% | +11.8% |
| 3M | +7.6% | -37.2% | +44.9% | +8.9% |
| 6M | +10.0% | +0.5% | +9.5% | +9.6% |
| YTD | +19.7% | -32.6% | +52.4% | +20.7% |
| 1Y | +23.5% | -40.2% | +63.6% | +24.9% |
| 3Y | +44.0% | +76.1% | -32.1% | +33.8% |
| 5Y | +42.7% | +109.5% | -66.8% | +24.3% |
| All | +42.7% | +105.6% | -62.9% | +24.3% |
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