-35.9%
AXON vs ET
+35.8%
-71.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.1% |
| 7D | -11.0% | +1.4% | -12.4% | -10.3% |
| 30D | -24.7% | +4.6% | -29.3% | -22.7% |
| 3M | +7.0% | +16.0% | -9.1% | +16.5% |
| 6M | -9.6% | +22.8% | -32.5% | +3.3% |
| YTD | -15.7% | +38.9% | -54.5% | +7.1% |
| 1Y | -35.9% | +34.1% | -70.0% | -25.4% |
| All | -35.9% | +35.8% | -71.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling