+77.2%
AXON vs EL
-66.1%
+143.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.2% | -20.4% | -18.7% |
| 7D | -26.8% | +0.8% | -27.6% | -27.0% |
| 30D | -22.9% | +16.5% | -39.4% | -25.8% |
| 3M | -40.1% | +29.2% | -69.3% | -43.8% |
| 6M | -18.9% | +27.9% | -46.8% | -24.0% |
| YTD | -44.9% | +6.2% | -51.1% | -46.8% |
| 1Y | -46.7% | +27.2% | -73.9% | -50.7% |
| 3Y | +44.3% | +3.2% | +41.1% | +31.1% |
| All | +77.2% | -66.1% | +143.3% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling