-39.9%
AXON vs AIG
+6.0%
-45.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.7% |
| 7D | +0.2% | +2.3% | -2.1% | 0.0% |
| 30D | +3.0% | +8.8% | -5.8% | +2.2% |
| 3M | -30.1% | +3.7% | -33.8% | -30.5% |
| 6M | +7.7% | +6.8% | +1.0% | +7.4% |
| YTD | -25.3% | -2.6% | -22.7% | -23.4% |
| 1Y | -39.9% | +3.7% | -43.7% | -41.5% |
| All | -39.9% | +6.0% | -45.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling