-29.4%
AXON vs ELF
-17.5%
-11.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.6% |
| 7D | -14.2% | +5.4% | -19.5% | -15.1% |
| 30D | -15.4% | +27.0% | -42.4% | -19.7% |
| 3M | +0.5% | +113.2% | -112.7% | -13.5% |
| 6M | -9.5% | +36.6% | -46.1% | -15.9% |
| YTD | -9.2% | +44.2% | -53.4% | -17.6% |
| 1Y | -29.4% | -18.0% | -11.4% | -28.2% |
| All | -29.4% | -17.5% | -11.8% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling