+1,304.8%
AXON vs EIX
+29.5%
+1,275.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.5% | -15.7% | -17.6% |
| 7D | -26.8% | +1.0% | -27.8% | -26.9% |
| 30D | -22.9% | +9.1% | -32.0% | -24.2% |
| 3M | -40.1% | -10.2% | -29.9% | -39.0% |
| 6M | -18.9% | -11.2% | -7.6% | -17.6% |
| YTD | -44.9% | +4.5% | -49.4% | -46.5% |
| 1Y | -46.7% | +10.9% | -57.6% | -49.1% |
| 3Y | +44.3% | +8.4% | +35.9% | +35.4% |
| 5Y | +71.4% | +18.0% | +53.4% | +54.4% |
| All | +1,304.8% | +29.5% | +1,275.4% | +1,158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling