+44.3%
AXON vs ED
+44.5%
-0.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.4% | -15.8% | -19.0% |
| 7D | -26.8% | +1.6% | -28.5% | -26.4% |
| 30D | -22.9% | +13.3% | -36.2% | -18.9% |
| 3M | -40.1% | +9.7% | -49.8% | -37.8% |
| 6M | -18.9% | +12.8% | -31.7% | -14.5% |
| YTD | -44.9% | +22.3% | -67.2% | -40.3% |
| 1Y | -46.7% | +26.3% | -73.0% | -41.6% |
| 3Y | +44.3% | +45.0% | -0.7% | +60.0% |
| All | +44.3% | +44.5% | -0.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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