+436.8%
AXON vs ACI
+25.9%
+410.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -14.2% | +0.2% | -14.3% | -14.2% |
| 30D | -15.4% | +5.9% | -21.3% | -15.6% |
| 3M | +0.5% | -19.8% | +20.3% | +1.2% |
| 6M | -9.5% | -24.7% | +15.2% | -8.6% |
| YTD | -9.2% | -24.4% | +15.2% | -8.6% |
| 1Y | -29.4% | -31.5% | +2.1% | -28.5% |
| 3Y | +139.4% | -38.7% | +178.1% | +143.6% |
| 5Y | +178.9% | -42.8% | +221.7% | +183.3% |
| All | +436.8% | +25.9% | +410.9% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling