+7.1%
AEP vs AXON
-50.4%
+57.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +1.4% |
| 7D | -1.5% | -28.7% | +27.2% | -1.9% |
| 30D | +4.5% | -28.3% | +32.8% | +4.1% |
| 3M | +2.8% | -46.9% | +49.7% | +1.8% |
| 6M | -0.7% | -24.9% | +24.2% | -0.1% |
| YTD | +13.8% | -46.6% | +60.5% | +14.1% |
| All | +7.1% | -50.4% | +57.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling