-66.0%
AAL vs AXON
+1,109.0%
-1,175.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -1.1% |
| 7D | +3.4% | -25.6% | +29.1% | +10.5% |
| 30D | +11.7% | -23.9% | +35.6% | +18.7% |
| 3M | -7.8% | -50.4% | +42.6% | +8.4% |
| 6M | +10.2% | -20.0% | +30.3% | +12.9% |
| YTD | -8.0% | -44.5% | +36.4% | +1.7% |
| 1Y | +8.5% | -44.9% | +53.4% | +20.2% |
| 3Y | +19.5% | +44.7% | -25.2% | -5.8% |
| 5Y | -33.9% | +86.7% | -120.6% | -54.1% |
| 10Y | -66.0% | +1,060.5% | -1,126.5% | -84.4% |
| All | -66.0% | +1,109.0% | -1,175.0% | -84.4% |
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