+1,028.0%
AXON vs ESI
+306.3%
+721.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -27.4% | -6.6% | -20.8% | -25.7% |
| 30D | -28.5% | -9.8% | -18.6% | -26.2% |
| 3M | -49.3% | -11.9% | -37.3% | -47.5% |
| 6M | -25.0% | -25.1% | +0.1% | -19.6% |
| YTD | -46.7% | +31.9% | -78.6% | -56.3% |
| 1Y | -48.3% | +19.2% | -67.4% | -55.7% |
| 3Y | +38.8% | +76.2% | -37.3% | -5.1% |
| 5Y | +77.7% | +39.4% | +38.3% | +33.3% |
| 10Y | +1,028.0% | +304.9% | +723.1% | +539.7% |
| All | +1,028.0% | +306.3% | +721.8% | +539.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling