+228.4%
AXON vs ACI
+32.8%
+195.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | -22.8% | +1.2% | -24.0% | -22.8% |
| 3M | -48.8% | +6.8% | -55.6% | -48.9% |
| 6M | -16.3% | -18.7% | +2.4% | -15.7% |
| YTD | -44.5% | -20.2% | -24.2% | -44.2% |
| 1Y | -43.4% | -23.7% | -19.7% | -43.0% |
| 3Y | +44.3% | -31.6% | +75.9% | +45.7% |
| 5Y | +85.1% | -42.8% | +127.9% | +88.4% |
| All | +228.4% | +32.8% | +195.5% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling