+1,846.0%
AXON vs AIG
+63.9%
+1,782.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -3.3% | -1.4% | -1.9% | -2.8% |
| 30D | -17.8% | -3.3% | -14.5% | -16.8% |
| 3M | +8.3% | +2.2% | +6.1% | +7.2% |
| 6M | -12.4% | -2.1% | -10.2% | -12.1% |
| YTD | -13.7% | -11.2% | -2.5% | -10.7% |
| 1Y | -33.1% | -2.1% | -30.9% | -33.5% |
| 3Y | +128.2% | +34.4% | +93.8% | +97.1% |
| 5Y | +170.5% | +53.7% | +116.8% | +115.5% |
| 10Y | +1,846.0% | +64.4% | +1,781.6% | +1,075.3% |
| All | +1,846.0% | +63.9% | +1,782.1% | +1,075.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling