+44.3%
AXON vs ELV
-0.8%
+45.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.7% | -18.3% |
| 7D | -26.8% | +1.3% | -28.2% | -26.8% |
| 30D | -22.9% | +5.3% | -28.2% | -22.6% |
| 3M | -40.1% | +9.2% | -49.3% | -39.5% |
| 6M | -18.9% | +14.5% | -33.4% | -17.5% |
| YTD | -44.9% | +23.2% | -68.1% | -43.0% |
| 1Y | -46.7% | +38.0% | -84.7% | -44.1% |
| 3Y | +44.3% | -1.5% | +45.9% | +48.9% |
| All | +44.3% | -0.8% | +45.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling