+239.8%
EW vs AXON
+1,278.1%
-1,038.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.7% | +3.0% |
| 7D | +12.3% | -28.7% | +41.0% | +18.0% |
| 30D | +22.9% | -28.3% | +51.2% | +29.0% |
| 3M | +16.7% | -46.9% | +63.6% | +28.2% |
| 6M | +31.0% | -24.9% | +55.8% | +34.2% |
| YTD | +22.8% | -46.6% | +69.4% | +31.9% |
| 1Y | +25.6% | -49.7% | +75.2% | +36.1% |
| 3Y | +62.0% | +40.6% | +21.4% | +37.7% |
| 5Y | -12.8% | +71.9% | -84.6% | -31.7% |
| 10Y | +239.8% | +1,180.9% | -941.1% | +111.4% |
| All | +239.8% | +1,278.1% | -1,038.3% | +111.4% |
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