+166.3%
AXON vs ELV
+19.4%
+146.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -2.3% |
| 7D | -11.0% | +0.4% | -11.4% | -11.0% |
| 30D | -24.7% | +6.7% | -31.4% | -24.7% |
| 3M | +7.0% | +3.0% | +4.0% | +7.0% |
| 6M | -9.6% | +48.0% | -57.6% | -9.3% |
| YTD | -15.7% | +20.0% | -35.7% | -15.3% |
| 1Y | -35.9% | +37.9% | -73.8% | -35.8% |
| 3Y | +123.0% | -2.8% | +125.9% | +125.1% |
| 5Y | +166.3% | +24.8% | +141.5% | +164.0% |
| All | +166.3% | +19.4% | +146.9% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling