-29.4%
AXON vs ESI
+44.5%
-73.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.3% |
| 7D | -14.2% | +3.3% | -17.5% | -14.2% |
| 30D | -15.4% | -5.9% | -9.5% | -15.3% |
| 3M | +0.5% | -14.1% | +14.6% | -0.2% |
| 6M | -9.5% | +6.6% | -16.1% | -16.8% |
| YTD | -9.2% | +45.0% | -54.2% | -28.2% |
| 1Y | -29.4% | +41.5% | -70.8% | -43.2% |
| All | -29.4% | +44.5% | -73.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling