+1,028.0%
AXON vs ELV
+280.6%
+747.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -27.4% | +3.8% | -31.2% | -27.8% |
| 30D | -28.5% | +4.1% | -32.6% | -28.9% |
| 3M | -49.3% | +8.5% | -57.8% | -50.0% |
| 6M | -25.0% | +14.6% | -39.6% | -26.9% |
| YTD | -46.7% | +24.4% | -71.1% | -49.1% |
| 1Y | -48.3% | +44.2% | -92.5% | -52.0% |
| 3Y | +38.8% | -1.4% | +40.2% | +35.7% |
| 5Y | +77.7% | +8.8% | +68.9% | +66.0% |
| 10Y | +1,028.0% | +268.4% | +759.7% | +636.1% |
| All | +1,028.0% | +280.6% | +747.4% | +636.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling