+40.5%
AXON vs EL
+1.8%
+38.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -19.7% | +2.7% | -22.4% | -20.1% |
| 30D | -25.7% | +10.8% | -36.5% | -26.8% |
| 3M | -48.8% | +26.5% | -75.3% | -50.5% |
| 6M | -22.0% | +31.1% | -53.1% | -25.0% |
| YTD | -45.9% | +6.6% | -52.6% | -47.4% |
| 1Y | -46.1% | +21.8% | -67.9% | -48.1% |
| All | +40.5% | +1.8% | +38.6% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling