+1,304.8%
AXON vs FE
+105.3%
+1,199.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.8% | -17.9% |
| 7D | -26.8% | -1.0% | -25.8% | -26.6% |
| 30D | -22.9% | +4.1% | -27.1% | -23.6% |
| 3M | -40.1% | -1.0% | -39.1% | -39.9% |
| 6M | -18.9% | +4.0% | -22.9% | -19.7% |
| YTD | -44.9% | +6.8% | -51.7% | -45.9% |
| 1Y | -46.7% | +5.3% | -52.0% | -47.6% |
| 3Y | +44.3% | +44.6% | -0.2% | +29.5% |
| 5Y | +71.4% | +44.2% | +27.2% | +52.1% |
| All | +1,304.8% | +105.3% | +1,199.5% | +1,144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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