+13.6%
AGG vs AXON
+44.5%
-30.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +0.6% | -22.8% | +23.4% | +0.8% |
| 3M | -1.6% | -48.8% | +47.1% | -1.3% |
| 6M | -1.6% | -16.3% | +14.7% | -1.4% |
| YTD | -1.5% | -44.5% | +42.9% | -1.3% |
| 1Y | -1.1% | -43.4% | +42.3% | -0.9% |
| 3Y | +13.6% | +44.3% | -30.6% | +14.2% |
| All | +13.6% | +44.5% | -30.9% | +14.2% |
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