+1,846.0%
AXON vs EME
+1,266.0%
+580.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.1% |
| 7D | -3.3% | +2.7% | -6.1% | -4.4% |
| 30D | -17.8% | -6.8% | -11.0% | -15.8% |
| 3M | +8.3% | -8.8% | +17.1% | +10.2% |
| 6M | -12.4% | +5.0% | -17.3% | -17.0% |
| YTD | -13.7% | +23.5% | -37.2% | -24.8% |
| 1Y | -33.1% | +21.3% | -54.4% | -42.1% |
| 3Y | +128.2% | +241.1% | -112.8% | +20.1% |
| 5Y | +170.5% | +549.2% | -378.7% | +4.7% |
| 10Y | +1,846.0% | +1,306.4% | +539.6% | +397.6% |
| All | +1,846.0% | +1,266.0% | +580.0% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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