+34.9%
XLV vs AXON
+161.3%
-126.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -4.4% | -11.0% | +6.6% | -3.7% |
| 30D | -1.4% | -24.7% | +23.3% | +0.3% |
| 3M | +8.9% | +7.0% | +1.9% | +8.0% |
| 6M | +9.1% | -9.6% | +18.7% | +9.1% |
| YTD | +7.9% | -15.7% | +23.6% | +8.2% |
| 1Y | +22.7% | -35.9% | +58.7% | +25.2% |
| 3Y | +31.9% | +123.0% | -91.1% | +15.0% |
| 5Y | +34.9% | +166.3% | -131.4% | +9.0% |
| All | +34.9% | +161.3% | -126.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling