+1,829.9%
AXON vs ELV
+258.8%
+1,571.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | -3.3% | -2.2% | -1.1% | -2.9% |
| 30D | -17.8% | -0.2% | -17.6% | -17.8% |
| 3M | +8.3% | -6.1% | +14.4% | +9.2% |
| 6M | -12.4% | +42.8% | -55.2% | -18.1% |
| YTD | -13.7% | +14.4% | -28.1% | -16.6% |
| 1Y | -33.1% | +28.6% | -61.7% | -36.9% |
| 3Y | +128.2% | -7.4% | +135.6% | +124.5% |
| 5Y | +170.5% | +14.5% | +156.0% | +144.2% |
| All | +1,829.9% | +258.8% | +1,571.1% | +992.3% |
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 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