+3,222.6%
AXON vs ESI
+224.6%
+2,998.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.1% | -5.1% |
| 7D | -14.2% | +3.3% | -17.5% | -15.0% |
| 30D | -15.4% | -5.9% | -9.5% | -14.1% |
| 3M | +0.5% | -14.1% | +14.6% | +3.4% |
| 6M | -9.5% | +6.6% | -16.1% | -14.7% |
| YTD | -9.2% | +45.0% | -54.2% | -23.0% |
| 1Y | -29.4% | +41.5% | -70.8% | -39.8% |
| 3Y | +139.4% | +78.8% | +60.7% | +83.5% |
| 5Y | +178.9% | +70.9% | +108.0% | +115.3% |
| 10Y | +1,840.8% | +317.1% | +1,523.7% | +1,012.4% |
| All | +3,222.6% | +224.6% | +2,998.0% | +1,859.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling