+515.1%
XLP vs AXON
+101,343.3%
-100,828.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.6% |
| 7D | -1.0% | -14.2% | +13.1% | -0.3% |
| 30D | -0.9% | -15.4% | +14.5% | -0.2% |
| 3M | +3.8% | +0.5% | +3.3% | +3.4% |
| 6M | -1.7% | -9.5% | +7.8% | -1.8% |
| YTD | +10.3% | -9.2% | +19.5% | +9.8% |
| 1Y | +7.8% | -29.4% | +37.2% | +8.7% |
| 3Y | +27.2% | +139.4% | -112.2% | +18.1% |
| 5Y | +32.5% | +178.9% | -146.4% | +20.5% |
| 10Y | +101.8% | +1,840.8% | -1,739.0% | +59.8% |
| All | +515.1% | +101,343.3% | -100,828.3% | +312.4% |
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