+182.3%
AXON vs ED
+67.1%
+115.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.8% | -4.4% |
| 7D | -14.2% | -0.2% | -14.0% | -14.2% |
| 30D | -15.4% | -0.1% | -15.3% | -15.4% |
| 3M | +0.5% | +3.9% | -3.4% | +1.2% |
| 6M | -9.5% | -3.0% | -6.5% | -9.6% |
| YTD | -9.2% | +10.7% | -19.9% | -8.3% |
| 1Y | -29.4% | +13.3% | -42.7% | -28.5% |
| 3Y | +139.4% | +34.5% | +104.9% | +136.4% |
| All | +182.3% | +67.1% | +115.2% | +193.2% |
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