+86.7%
AXON vs ED
+82.4%
+4.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.2% |
| 7D | -25.6% | -0.9% | -24.7% | -25.7% |
| 30D | -23.9% | +11.2% | -35.1% | -22.7% |
| 3M | -50.4% | +11.8% | -62.2% | -49.6% |
| 6M | -20.0% | +14.1% | -34.1% | -18.4% |
| YTD | -44.5% | +23.0% | -67.4% | -43.1% |
| 1Y | -44.9% | +23.7% | -68.5% | -43.5% |
| 3Y | +44.7% | +47.7% | -3.0% | +44.5% |
| 5Y | +86.7% | +82.6% | +4.1% | +89.0% |
| All | +86.7% | +82.4% | +4.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling