+1,013.1%
AXON vs EME
+914.8%
+98.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -27.4% | -8.8% | -18.6% | -25.2% |
| 30D | -28.5% | -18.2% | -10.3% | -23.3% |
| 3M | -49.3% | -20.2% | -29.1% | -45.4% |
| 6M | -25.0% | -29.9% | +4.9% | -16.2% |
| YTD | -46.7% | +5.7% | -52.4% | -51.2% |
| 1Y | -48.3% | -1.5% | -46.8% | -51.1% |
| 3Y | +38.8% | +208.4% | -169.6% | -24.8% |
| 5Y | +77.7% | +401.9% | -324.2% | -24.2% |
| All | +1,013.1% | +914.8% | +98.3% | +225.0% |
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