+109.5%
AXON vs ES
+5.0%
+104.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.1% | -11.9% | -10.1% |
| 7D | -12.7% | +5.9% | -18.6% | -13.3% |
| 30D | -8.6% | +10.2% | -18.8% | -9.7% |
| 3M | -37.2% | +0.4% | -37.6% | -37.3% |
| 6M | +0.5% | +6.9% | -6.4% | -0.4% |
| YTD | -32.6% | +10.5% | -43.2% | -33.6% |
| 1Y | -40.2% | +3.2% | -43.4% | -40.6% |
| 3Y | +76.1% | +49.0% | +27.0% | +62.3% |
| 5Y | +109.5% | +4.5% | +105.0% | +104.6% |
| All | +109.5% | +5.0% | +104.5% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling