+2.4%
XLU vs AXON
-36.2%
+38.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -7.0% | +5.4% | -1.7% |
| 30D | -3.3% | -20.1% | +16.8% | -3.7% |
| 3M | -3.2% | +7.4% | -10.6% | -2.8% |
| 6M | -7.0% | -7.4% | +0.4% | -6.1% |
| YTD | +0.6% | -15.6% | +16.2% | +1.5% |
| 1Y | +2.4% | -36.2% | +38.6% | +2.8% |
| All | +2.4% | -36.2% | +38.7% | +2.8% |
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