+129.5%
EW vs AXON
+1,827.7%
-1,698.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | -0.3% | -14.2% | +13.8% | +2.0% |
| 30D | +1.0% | -15.4% | +16.4% | +3.3% |
| 3M | +2.8% | +0.5% | +2.3% | +1.5% |
| 6M | +5.5% | -9.5% | +15.0% | +5.3% |
| YTD | +5.5% | -9.2% | +14.7% | +4.5% |
| 1Y | +11.0% | -29.4% | +40.4% | +14.5% |
| 3Y | +17.7% | +139.4% | -121.7% | -7.7% |
| 5Y | -25.7% | +178.9% | -204.7% | -45.9% |
| All | +129.5% | +1,827.7% | -1,698.3% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling