+1,060.5%
AXON vs EL
+63.7%
+996.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.6% |
| 7D | -25.6% | +0.3% | -25.9% | -25.8% |
| 30D | -23.9% | +12.3% | -36.2% | -26.8% |
| 3M | -50.4% | +28.4% | -78.8% | -54.5% |
| 6M | -20.0% | +36.7% | -56.8% | -28.3% |
| YTD | -44.5% | +8.4% | -52.8% | -47.4% |
| 1Y | -44.9% | +25.4% | -70.3% | -50.2% |
| 3Y | +44.7% | +3.4% | +41.3% | +27.8% |
| 5Y | +86.7% | -64.8% | +151.5% | +170.2% |
| 10Y | +1,060.5% | +63.0% | +997.5% | +917.7% |
| All | +1,060.5% | +63.7% | +996.8% | +917.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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