+374.3%
AEM vs AXON
+1,871.3%
-1,496.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | +4.3% | -2.5% | +6.8% | +4.5% |
| 30D | +13.1% | -11.5% | +24.6% | +13.8% |
| 3M | +24.8% | +7.3% | +17.5% | +24.1% |
| 6M | -8.2% | -11.9% | +3.7% | -8.0% |
| YTD | +19.8% | -11.0% | +30.8% | +19.8% |
| 1Y | +32.1% | -31.8% | +63.8% | +33.4% |
| 3Y | +348.2% | +135.4% | +212.8% | +322.5% |
| 5Y | +297.5% | +176.9% | +120.6% | +267.3% |
| All | +374.3% | +1,871.3% | -1,496.9% | +318.2% |
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