+168.9%
AXON vs EXE
+192.2%
-23.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -11.5% | +6.4% | -17.9% | -12.2% |
| 3M | +7.3% | +9.2% | -1.9% | +6.0% |
| 6M | -11.9% | -7.0% | -5.0% | -11.3% |
| YTD | -11.0% | -9.5% | -1.5% | -10.2% |
| 1Y | -31.8% | +6.2% | -38.0% | -33.0% |
| 3Y | +135.4% | +20.7% | +114.7% | +128.2% |
| 5Y | +176.9% | +103.6% | +73.2% | +172.9% |
| All | +168.9% | +192.2% | -23.3% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling