+632.3%
AXON vs ELAN
-28.2%
+660.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -7.0% | -5.4% | -1.6% | -5.8% |
| 30D | -20.1% | +4.7% | -24.8% | -21.0% |
| 3M | +7.4% | -3.7% | +11.1% | +8.1% |
| 6M | -7.4% | -1.2% | -6.2% | -8.5% |
| YTD | -15.6% | +2.4% | -18.0% | -17.5% |
| 1Y | -36.2% | +23.4% | -59.6% | -40.6% |
| 3Y | +124.8% | +96.7% | +28.2% | +69.2% |
| 5Y | +166.6% | -30.6% | +197.2% | +188.7% |
| All | +632.3% | -28.2% | +660.4% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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