+653.2%
AEP vs AXON
+101,343.3%
-100,690.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | +1.8% | -14.2% | +15.9% | +2.5% |
| 30D | -0.8% | -15.4% | +14.6% | -0.1% |
| 3M | -1.8% | +0.5% | -2.3% | -2.2% |
| 6M | -5.4% | -9.5% | +4.1% | -5.5% |
| YTD | +10.4% | -9.2% | +19.7% | +10.0% |
| 1Y | +18.2% | -29.4% | +47.5% | +19.1% |
| 3Y | +79.0% | +139.4% | -60.5% | +66.2% |
| 5Y | +64.8% | +178.9% | -114.1% | +49.9% |
| 10Y | +170.8% | +1,840.8% | -1,669.9% | +112.7% |
| All | +653.2% | +101,343.3% | -100,690.1% | +386.4% |
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