+135.9%
XLU vs AXON
+1,815.8%
-1,679.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -7.0% | +5.4% | -1.2% |
| 30D | -3.3% | -20.1% | +16.8% | -2.1% |
| 3M | -3.2% | +7.4% | -10.6% | -4.1% |
| 6M | -7.0% | -7.4% | +0.4% | -7.2% |
| YTD | +0.6% | -15.6% | +16.2% | +0.7% |
| 1Y | +2.4% | -36.2% | +38.6% | +4.4% |
| 3Y | +46.3% | +124.8% | -78.6% | +33.5% |
| 5Y | +44.0% | +166.6% | -122.6% | +27.4% |
| All | +135.9% | +1,815.8% | -1,679.9% | +94.1% |
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