+665.5%
AEP vs AXON
+61,473.8%
-60,808.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -18.2% | +18.0% | +0.7% |
| 7D | -2.8% | -26.8% | +24.0% | -1.4% |
| 30D | +3.6% | -22.9% | +26.6% | +4.9% |
| 3M | +1.8% | -40.1% | +41.9% | +4.1% |
| 6M | -3.1% | -18.9% | +15.8% | -2.8% |
| YTD | +12.2% | -44.9% | +57.1% | +14.5% |
| 1Y | +9.1% | -46.7% | +55.8% | +11.5% |
| 3Y | +77.9% | +44.3% | +33.6% | +69.2% |
| 5Y | +78.1% | +71.4% | +6.7% | +65.8% |
| 10Y | +187.8% | +1,324.0% | -1,136.2% | +129.0% |
| All | +665.5% | +61,473.8% | -60,808.3% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling