+182.3%
AXON vs FE
+45.0%
+137.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -14.2% | +1.9% | -16.1% | -14.3% |
| 30D | -15.4% | -1.2% | -14.2% | -15.3% |
| 3M | +0.5% | +3.5% | -3.0% | 0.0% |
| 6M | -9.5% | -6.1% | -3.4% | -8.9% |
| YTD | -9.2% | +7.6% | -16.8% | -10.5% |
| 1Y | -29.4% | +11.9% | -41.3% | -30.9% |
| 3Y | +139.4% | +48.4% | +91.0% | +119.2% |
| All | +182.3% | +45.0% | +137.3% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling