+72.1%
EEM vs AXON
+31.7%
+40.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.0% |
| 7D | -0.1% | -28.7% | +28.6% | +1.7% |
| 30D | -8.6% | -28.3% | +19.7% | -7.0% |
| 3M | -7.0% | -46.9% | +39.9% | -3.9% |
| 6M | -9.7% | -24.9% | +15.2% | -8.9% |
| YTD | +12.1% | -46.6% | +58.7% | +15.0% |
| 1Y | +14.1% | -49.7% | +63.8% | +17.3% |
| 3Y | +72.1% | +40.6% | +31.6% | +57.2% |
| All | +72.1% | +31.7% | +40.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling