-64.8%
AAL vs AXON
+1,854.8%
-1,919.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.2% |
| 7D | -3.7% | -14.2% | +10.4% | -0.3% |
| 30D | -20.8% | -15.4% | -5.4% | -18.1% |
| 3M | -1.3% | +0.5% | -1.8% | -2.7% |
| 6M | +5.4% | -9.5% | +14.9% | +5.4% |
| YTD | -14.4% | -9.2% | -5.1% | -15.3% |
| 1Y | +2.1% | -29.4% | +31.5% | +6.8% |
| 3Y | -10.6% | +139.4% | -150.0% | -36.4% |
| 5Y | -32.2% | +178.9% | -211.1% | -56.3% |
| All | -64.8% | +1,854.8% | -1,919.6% | -84.5% |
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