+71.9%
AXON vs AFL
+148.4%
-76.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.4% |
| 7D | -28.7% | +0.5% | -29.2% | -28.8% |
| 30D | -28.3% | +9.3% | -37.6% | -29.9% |
| 3M | -46.9% | +1.0% | -47.9% | -47.1% |
| 6M | -24.9% | +11.8% | -36.7% | -27.7% |
| YTD | -46.6% | +15.3% | -61.9% | -49.3% |
| 1Y | -49.7% | +12.1% | -61.7% | -51.8% |
| 3Y | +40.6% | +65.0% | -24.4% | +13.2% |
| 5Y | +71.9% | +149.1% | -77.3% | +10.1% |
| All | +71.9% | +148.4% | -76.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling