+1,874.2%
AXON vs ESI
+314.4%
+1,559.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -5.3% |
| 7D | -14.2% | +3.3% | -17.5% | -15.2% |
| 30D | -15.4% | -5.9% | -9.5% | -13.7% |
| 3M | +0.5% | -14.1% | +14.6% | +4.0% |
| 6M | -9.5% | +6.6% | -16.1% | -16.4% |
| YTD | -9.2% | +45.0% | -54.2% | -27.1% |
| 1Y | -29.4% | +41.5% | -70.8% | -42.9% |
| 3Y | +139.4% | +78.8% | +60.7% | +66.5% |
| 5Y | +178.9% | +70.9% | +108.0% | +94.9% |
| All | +1,874.2% | +314.4% | +1,559.8% | +818.1% |
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