+143.0%
AXON vs ESI
+79.8%
+63.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -4.6% |
| 7D | -14.2% | +3.3% | -17.5% | -14.6% |
| 30D | -15.4% | -5.9% | -9.5% | -14.7% |
| 3M | +0.5% | -14.1% | +14.6% | +1.7% |
| 6M | -9.5% | +6.6% | -16.1% | -15.0% |
| YTD | -9.2% | +45.0% | -54.2% | -23.1% |
| 1Y | -29.4% | +41.5% | -70.8% | -39.8% |
| All | +143.0% | +79.8% | +63.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling