+1,304.8%
AXON vs ES
+85.7%
+1,219.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.9% | -15.3% | -17.6% |
| 7D | -26.8% | +1.9% | -28.7% | -27.0% |
| 30D | -22.9% | +7.1% | -30.0% | -23.9% |
| 3M | -40.1% | -1.9% | -38.2% | -39.8% |
| 6M | -18.9% | +4.4% | -23.2% | -19.6% |
| YTD | -44.9% | +7.3% | -52.2% | -45.8% |
| 1Y | -46.7% | +2.1% | -48.8% | -47.2% |
| 3Y | +44.3% | +41.8% | +2.5% | +31.1% |
| 5Y | +71.4% | +1.4% | +69.9% | +67.0% |
| All | +1,304.8% | +85.7% | +1,219.1% | +1,517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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