+298.3%
AXON vs ACI
+34.5%
+263.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.2% | -9.6% |
| 7D | -12.7% | +3.5% | -16.2% | -12.8% |
| 30D | -8.6% | +16.8% | -25.4% | -9.3% |
| 3M | -37.2% | +13.1% | -50.3% | -37.6% |
| 6M | +0.5% | -15.6% | +16.2% | +1.0% |
| YTD | -32.6% | -19.2% | -13.4% | -32.4% |
| 1Y | -40.2% | -20.7% | -19.5% | -39.9% |
| 3Y | +76.1% | -33.4% | +109.5% | +78.3% |
| 5Y | +109.5% | -41.7% | +151.1% | +112.9% |
| All | +298.3% | +34.5% | +263.8% | +255.9% |
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