+77.2%
AXON vs EIX
+18.0%
+59.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.5% | -15.7% | -17.8% |
| 7D | -26.8% | +1.0% | -27.8% | -26.8% |
| 30D | -22.9% | +9.1% | -32.0% | -23.6% |
| 3M | -40.1% | -10.2% | -29.9% | -39.3% |
| 6M | -18.9% | -11.2% | -7.6% | -18.0% |
| YTD | -44.9% | +4.5% | -49.4% | -45.9% |
| 1Y | -46.7% | +10.9% | -57.6% | -48.2% |
| 3Y | +44.3% | +8.4% | +35.9% | +38.7% |
| All | +77.2% | +18.0% | +59.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling