+44.3%
AXON vs AIG
+30.9%
+13.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.9% | -14.3% | -17.2% |
| 7D | -26.8% | -5.1% | -21.8% | -25.8% |
| 30D | -22.9% | +2.8% | -25.7% | -23.0% |
| 3M | -40.1% | -2.1% | -38.0% | -39.6% |
| 6M | -18.9% | +1.4% | -20.3% | -18.8% |
| YTD | -44.9% | -7.4% | -37.5% | -43.7% |
| 1Y | -46.7% | +4.4% | -51.1% | -47.5% |
| 3Y | +44.3% | +30.0% | +14.3% | +39.2% |
| All | +44.3% | +30.9% | +13.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling