+192.7%
EXC vs AXON
+1,027.4%
-834.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.2% |
| 7D | -1.9% | -19.7% | +17.8% | -0.5% |
| 30D | +7.8% | -25.7% | +33.5% | +9.9% |
| 3M | +1.9% | -48.8% | +50.7% | +6.6% |
| 6M | +3.4% | -22.0% | +25.4% | +4.1% |
| YTD | +7.6% | -45.9% | +53.5% | +11.0% |
| 1Y | +2.1% | -46.1% | +48.2% | +5.3% |
| 3Y | +29.6% | +40.9% | -11.3% | +16.8% |
| 5Y | +39.5% | +80.2% | -40.7% | +19.1% |
| All | +192.7% | +1,027.4% | -834.7% | +113.4% |
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