+1,016.4%
AXON vs AFL
+336.0%
+680.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.4% |
| 7D | -19.7% | +0.2% | -19.9% | -19.7% |
| 30D | -25.7% | +8.6% | -34.4% | -28.0% |
| 3M | -48.8% | +5.3% | -54.1% | -49.9% |
| 6M | -22.0% | +10.0% | -32.0% | -25.4% |
| YTD | -45.9% | +16.5% | -62.4% | -49.7% |
| 1Y | -46.1% | +12.7% | -58.8% | -49.2% |
| 3Y | +40.9% | +65.5% | -24.6% | +10.2% |
| 5Y | +80.2% | +148.5% | -68.3% | +15.6% |
| All | +1,016.4% | +336.0% | +680.4% | +447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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