+1,180.9%
AXON vs ESI
+323.5%
+857.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.1% | -8.3% | -5.0% |
| 7D | -28.7% | -3.5% | -25.3% | -28.0% |
| 30D | -28.3% | -9.3% | -19.1% | -26.2% |
| 3M | -46.9% | -12.8% | -34.1% | -44.9% |
| 6M | -24.9% | -24.6% | -0.3% | -19.6% |
| YTD | -46.6% | +32.7% | -79.4% | -56.3% |
| 1Y | -49.7% | +20.3% | -70.0% | -57.1% |
| 3Y | +40.6% | +80.2% | -39.6% | -4.9% |
| 5Y | +71.9% | +40.0% | +31.9% | +28.7% |
| 10Y | +1,180.9% | +310.8% | +870.1% | +645.8% |
| All | +1,180.9% | +323.5% | +857.4% | +645.8% |
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