+44.3%
AXON vs ESI
+84.3%
-40.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +3.7% |
| 7D | -25.6% | +1.8% | -27.5% | -25.8% |
| 30D | -23.9% | -6.6% | -17.3% | -23.3% |
| 3M | -50.4% | -9.4% | -41.1% | -49.9% |
| 6M | -20.0% | -24.1% | +4.1% | -17.7% |
| YTD | -44.5% | +37.1% | -81.6% | -52.4% |
| 1Y | -44.9% | +24.5% | -69.4% | -51.4% |
| All | +44.3% | +84.3% | -40.0% | +8.2% |
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