+44.3%
AXON vs ESI
+67.9%
-23.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.9% | -20.1% | -18.4% |
| 7D | -26.8% | -8.5% | -18.3% | -25.9% |
| 30D | -22.9% | -15.7% | -7.2% | -21.2% |
| 3M | -40.1% | -18.2% | -21.9% | -38.6% |
| 6M | -18.9% | -28.8% | +10.0% | -16.1% |
| YTD | -44.9% | +26.3% | -71.1% | -52.3% |
| 1Y | -46.7% | +18.2% | -64.9% | -53.0% |
| 3Y | +44.3% | +68.1% | -23.8% | +5.9% |
| All | +44.3% | +67.9% | -23.6% | +5.9% |
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 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