+1,472.1%
AXTI vs EL
+26.1%
+1,446.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +5.1% | -6.5% | +11.6% | +7.5% |
| 30D | -17.5% | +11.1% | -28.6% | -21.5% |
| 3M | -26.7% | +10.7% | -37.4% | -30.4% |
| 6M | +36.8% | +6.9% | +29.9% | +29.3% |
| YTD | +296.1% | -6.3% | +302.4% | +282.0% |
| 1Y | +1,810.6% | +13.5% | +1,797.2% | +1,592.3% |
| 3Y | +2,587.6% | -33.1% | +2,620.6% | +2,681.0% |
| 5Y | +601.7% | -68.8% | +670.5% | +928.2% |
| All | +1,472.1% | +26.1% | +1,446.0% | +1,342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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