-46.7%
AXON vs ESI
+16.5%
-63.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.9% | -20.1% | -18.2% |
| 7D | -26.8% | -8.5% | -18.3% | -26.7% |
| 30D | -22.9% | -15.7% | -7.2% | -22.9% |
| 3M | -40.1% | -18.2% | -21.9% | -40.2% |
| 6M | -18.9% | -28.8% | +10.0% | -19.5% |
| YTD | -44.9% | +26.3% | -71.1% | -56.6% |
| 1Y | -46.7% | +18.2% | -64.9% | -56.9% |
| All | -46.7% | +16.5% | -63.2% | -56.9% |
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