+143.0%
AXON vs EL
-31.7%
+174.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.6% |
| 7D | -14.2% | +0.8% | -15.0% | -14.2% |
| 30D | -15.4% | +19.8% | -35.2% | -17.4% |
| 3M | +0.5% | +25.7% | -25.2% | -2.4% |
| 6M | -9.5% | +5.4% | -15.0% | -11.2% |
| YTD | -9.2% | +0.2% | -9.4% | -10.6% |
| 1Y | -29.4% | +20.4% | -49.8% | -31.5% |
| All | +143.0% | -31.7% | +174.6% | +154.3% |
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