+182.5%
AXON vs EME
+549.2%
-366.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.8% |
| 7D | -14.2% | +1.9% | -16.0% | -14.8% |
| 30D | -15.4% | -8.3% | -7.1% | -12.8% |
| 3M | +0.5% | -10.7% | +11.2% | +3.4% |
| 6M | -9.5% | +1.9% | -11.4% | -13.3% |
| YTD | -9.2% | +23.5% | -32.7% | -21.5% |
| 1Y | -29.4% | +18.0% | -47.3% | -38.9% |
| 3Y | +139.4% | +236.1% | -96.7% | +16.9% |
| All | +182.5% | +549.2% | -366.7% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling