+77.2%
AXON vs ELF
+266.1%
-189.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +5.7% | -23.9% | -19.1% |
| 7D | -26.8% | +4.0% | -30.8% | -27.4% |
| 30D | -22.9% | +10.6% | -33.5% | -24.4% |
| 3M | -40.1% | +25.8% | -65.9% | -42.6% |
| 6M | -18.9% | +89.1% | -107.9% | -27.7% |
| YTD | -44.9% | +52.7% | -97.6% | -49.7% |
| 1Y | -46.7% | +51.7% | -98.4% | -51.4% |
| 3Y | +44.3% | +14.2% | +30.1% | +19.6% |
| All | +77.2% | +266.1% | -189.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling