+1,046.6%
AXON vs ELV
+268.6%
+778.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | -22.8% | +0.4% | -23.1% | -22.8% |
| 3M | -48.8% | +8.4% | -57.1% | -49.4% |
| 6M | -16.3% | +8.4% | -24.7% | -17.6% |
| YTD | -44.5% | +24.4% | -68.8% | -47.0% |
| 1Y | -43.4% | +33.5% | -76.9% | -46.7% |
| 3Y | +44.3% | -2.1% | +46.3% | +41.3% |
| 5Y | +85.1% | +5.8% | +79.3% | +74.3% |
| All | +1,046.6% | +268.6% | +778.0% | +662.1% |
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