+1,846.0%
AXON vs AFL
+297.3%
+1,548.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -3.3% | -2.1% | -1.2% | -2.5% |
| 30D | -17.8% | -5.4% | -12.4% | -16.1% |
| 3M | +8.3% | -0.3% | +8.5% | +7.8% |
| 6M | -12.4% | +5.2% | -17.6% | -14.9% |
| YTD | -13.7% | +5.7% | -19.4% | -16.7% |
| 1Y | -33.1% | +10.2% | -43.3% | -36.9% |
| 3Y | +128.2% | +63.4% | +64.8% | +77.3% |
| 5Y | +170.5% | +133.0% | +37.5% | +75.5% |
| 10Y | +1,846.0% | +299.5% | +1,546.5% | +808.6% |
| All | +1,846.0% | +297.3% | +1,548.7% | +808.6% |
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