+40.5%
AXON vs EIX
+10.2%
+30.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | -19.7% | -1.5% | -18.3% | -19.6% |
| 30D | -25.7% | +8.1% | -33.8% | -26.0% |
| 3M | -48.8% | -12.1% | -36.7% | -48.2% |
| 6M | -22.0% | -13.4% | -8.6% | -21.2% |
| YTD | -45.9% | +5.6% | -51.5% | -46.5% |
| 1Y | -46.1% | +7.8% | -53.9% | -46.7% |
| All | +40.5% | +10.2% | +30.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling