+48.2%
XLU vs AXON
+128.5%
-80.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | +0.6% | -3.3% | +4.0% | +0.7% |
| 30D | -0.4% | -17.8% | +17.4% | +0.1% |
| 3M | -1.7% | +8.3% | -10.0% | -2.3% |
| 6M | -7.1% | -12.4% | +5.2% | -6.7% |
| YTD | +1.9% | -13.7% | +15.7% | +2.3% |
| 1Y | +6.1% | -33.1% | +39.2% | +7.9% |
| All | +48.2% | +128.5% | -80.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling