+176.9%
AXON vs AFL
+134.0%
+42.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | -11.5% | -7.1% | -4.4% | -9.9% |
| 3M | +7.3% | +0.4% | +6.9% | +6.5% |
| 6M | -11.9% | +4.5% | -16.5% | -13.8% |
| YTD | -11.0% | +6.1% | -17.1% | -13.6% |
| 1Y | -31.8% | +10.6% | -42.3% | -35.0% |
| 3Y | +135.4% | +64.0% | +71.4% | +88.9% |
| 5Y | +176.9% | +133.7% | +43.1% | +89.1% |
| All | +176.9% | +134.0% | +42.9% | +89.1% |
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