+225.8%
AXON vs ACI
+29.9%
+195.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.4% | -14.8% | -18.0% |
| 7D | -26.8% | -2.2% | -24.6% | -26.7% |
| 30D | -22.9% | +10.3% | -33.2% | -23.2% |
| 3M | -40.1% | +7.2% | -47.3% | -40.2% |
| 6M | -18.9% | -18.0% | -0.9% | -18.3% |
| YTD | -44.9% | -22.0% | -22.9% | -44.6% |
| 1Y | -46.7% | -23.4% | -23.3% | -46.3% |
| 3Y | +44.3% | -35.8% | +80.2% | +46.5% |
| 5Y | +71.4% | -43.7% | +115.0% | +74.6% |
| All | +225.8% | +29.9% | +195.9% | +191.9% |
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