+88.4%
AXON vs ECL
+38.6%
+49.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.8% |
| 7D | +0.8% | +2.9% | -2.1% | -0.9% |
| 30D | -22.8% | +7.5% | -30.3% | -25.6% |
| 3M | -48.8% | +12.2% | -61.0% | -51.8% |
| 6M | -16.3% | +24.6% | -40.9% | -25.7% |
| YTD | -44.5% | +18.8% | -63.2% | -49.8% |
| 1Y | -43.4% | +19.3% | -62.7% | -49.0% |
| 3Y | +44.3% | +78.2% | -33.9% | -0.2% |
| All | +88.4% | +38.6% | +49.8% | +35.4% |
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