+1,786.0%
AXON vs ELV
+278.2%
+1,507.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -3.2% |
| 7D | -11.0% | +0.9% | -11.9% | -11.2% |
| 30D | -24.7% | +7.2% | -31.9% | -25.7% |
| 3M | +7.0% | +3.4% | +3.6% | +6.1% |
| 6M | -9.6% | +48.6% | -58.2% | -16.2% |
| YTD | -15.7% | +20.6% | -36.3% | -19.3% |
| 1Y | -35.9% | +38.5% | -74.4% | -40.5% |
| 3Y | +123.0% | -2.4% | +125.4% | +117.3% |
| 5Y | +166.3% | +25.3% | +141.0% | +135.3% |
| All | +1,786.0% | +278.2% | +1,507.7% | +957.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling