-48.3%
AXON vs ESI
+18.3%
-66.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -27.4% | -6.6% | -20.8% | -27.3% |
| 30D | -28.5% | -9.8% | -18.6% | -28.4% |
| 3M | -49.3% | -11.9% | -37.3% | -49.3% |
| 6M | -25.0% | -25.1% | +0.1% | -25.7% |
| YTD | -46.7% | +31.9% | -78.6% | -57.9% |
| 1Y | -48.3% | +19.2% | -67.4% | -57.4% |
| All | -48.3% | +18.3% | -66.6% | -57.4% |
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