+47.6%
EXC vs AXON
+179.8%
-132.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.0% |
| 7D | +0.3% | -14.2% | +14.4% | +0.5% |
| 30D | -3.7% | -15.4% | +11.7% | -3.5% |
| 3M | -1.3% | +0.5% | -1.8% | -1.4% |
| 6M | -9.7% | -9.5% | -0.2% | -9.5% |
| YTD | +2.9% | -9.2% | +12.1% | +3.0% |
| 1Y | +4.4% | -29.4% | +33.8% | +5.1% |
| 3Y | +22.2% | +139.4% | -117.2% | +13.3% |
| All | +47.6% | +179.8% | -132.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling