+80.2%
AXON vs ESI
+40.6%
+39.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.0% |
| 7D | -19.7% | +8.3% | -28.0% | -21.8% |
| 30D | -25.7% | -10.4% | -15.3% | -23.5% |
| 3M | -48.8% | -13.2% | -35.6% | -47.0% |
| 6M | -22.0% | -23.9% | +1.9% | -17.5% |
| YTD | -45.9% | +34.2% | -80.1% | -56.5% |
| 1Y | -46.1% | +22.2% | -68.3% | -54.8% |
| 3Y | +40.9% | +79.2% | -38.3% | -10.5% |
| 5Y | +80.2% | +38.1% | +42.1% | +31.1% |
| All | +80.2% | +40.6% | +39.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling