+408.6%
AEM vs AXON
+1,027.4%
-618.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.4% | -3.9% |
| 7D | -5.6% | -19.7% | +14.1% | -4.6% |
| 30D | -3.9% | -25.7% | +21.8% | -2.5% |
| 3M | -3.4% | -48.8% | +45.4% | -0.1% |
| 6M | -9.0% | -22.0% | +13.0% | -8.2% |
| YTD | +5.9% | -45.9% | +51.8% | +8.5% |
| 1Y | +4.0% | -46.1% | +50.0% | +6.5% |
| 3Y | +298.8% | +40.9% | +257.9% | +285.2% |
| 5Y | +250.7% | +80.2% | +170.5% | +230.8% |
| All | +408.6% | +1,027.4% | -618.8% | +356.8% |
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