+5.8%
XLU vs AXON
-28.9%
+34.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | 0.0% |
| 7D | +0.8% | -14.2% | +15.0% | +0.6% |
| 30D | -1.3% | -15.4% | +14.1% | -1.6% |
| 3M | -1.3% | +0.5% | -1.8% | -1.2% |
| 6M | -7.6% | -9.5% | +1.9% | -6.6% |
| YTD | +2.3% | -9.2% | +11.5% | +3.3% |
| 1Y | +5.8% | -29.4% | +35.1% | +6.6% |
| All | +5.8% | -28.9% | +34.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling