+86.7%
AXON vs ACI
-41.8%
+128.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.3% |
| 7D | -25.6% | -5.3% | -20.3% | -25.4% |
| 30D | -23.9% | +5.0% | -28.9% | -23.9% |
| 3M | -50.4% | +7.5% | -58.0% | -50.5% |
| 6M | -20.0% | -16.0% | -4.0% | -19.7% |
| YTD | -44.5% | -20.6% | -23.8% | -44.4% |
| 1Y | -44.9% | -23.5% | -21.3% | -44.7% |
| 3Y | +44.7% | -32.1% | +76.9% | +45.8% |
| 5Y | +86.7% | -42.5% | +129.2% | +86.4% |
| All | +86.7% | -41.8% | +128.5% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling