+79.4%
AEP vs AXON
+141.6%
-62.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.2% |
| 7D | +1.8% | -14.2% | +15.9% | +1.6% |
| 30D | -0.8% | -15.4% | +14.6% | -1.0% |
| 3M | -1.8% | +0.5% | -2.3% | -1.7% |
| 6M | -5.4% | -9.5% | +4.1% | -5.1% |
| YTD | +10.4% | -9.2% | +19.7% | +10.8% |
| 1Y | +18.2% | -29.4% | +47.5% | +18.4% |
| All | +79.4% | +141.6% | -62.3% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling