+86.7%
AXON vs ECL
+39.3%
+47.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | -25.6% | -2.3% | -23.4% | -24.4% |
| 30D | -23.9% | +8.3% | -32.2% | -27.0% |
| 3M | -50.4% | +8.4% | -58.9% | -52.4% |
| 6M | -20.0% | +23.3% | -43.3% | -28.6% |
| YTD | -44.5% | +18.2% | -62.7% | -49.7% |
| 1Y | -44.9% | +18.8% | -63.6% | -50.2% |
| 3Y | +44.7% | +78.5% | -33.8% | 0.0% |
| 5Y | +86.7% | +40.1% | +46.6% | +34.5% |
| All | +86.7% | +39.3% | +47.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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