+27.7%
EXC vs AXON
+42.7%
-15.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.2% | +16.2% | -2.1% |
| 7D | -1.2% | -26.8% | +25.7% | -1.4% |
| 30D | +10.0% | -22.9% | +32.9% | +9.7% |
| 3M | +1.6% | -40.1% | +41.7% | +1.1% |
| 6M | +3.3% | -18.9% | +22.1% | +3.5% |
| YTD | +7.6% | -44.9% | +52.4% | +7.3% |
| 1Y | +3.5% | -46.7% | +50.2% | +3.2% |
| 3Y | +27.7% | +44.3% | -16.7% | +26.4% |
| All | +27.7% | +42.7% | -15.0% | +26.4% |
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 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