+1,849.4%
AXON vs ESI
+195.2%
+1,654.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -27.4% | -6.6% | -20.8% | -26.0% |
| 30D | -28.5% | -9.8% | -18.6% | -26.6% |
| 3M | -49.3% | -11.9% | -37.3% | -47.8% |
| 6M | -25.0% | -25.1% | +0.1% | -20.6% |
| YTD | -46.7% | +31.9% | -78.6% | -53.9% |
| 1Y | -48.3% | +19.2% | -67.4% | -53.8% |
| 3Y | +38.8% | +76.2% | -37.3% | +5.7% |
| 5Y | +77.7% | +39.4% | +38.3% | +44.9% |
| 10Y | +1,028.0% | +304.9% | +723.1% | +553.4% |
| All | +1,849.4% | +195.2% | +1,654.1% | +1,072.5% |
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