+45.4%
AAXJ vs SPY
+82.3%
-36.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | +1.9% | -1.1% | +2.9% | +2.7% |
| 3M | +0.7% | +3.9% | -3.1% | -2.0% |
| 6M | +17.4% | +13.6% | +3.8% | +7.2% |
| YTD | +26.8% | +12.7% | +14.1% | +16.6% |
| 1Y | +32.3% | +17.5% | +14.8% | +18.1% |
| 3Y | +90.0% | +76.9% | +13.1% | +25.8% |
| All | +45.4% | +82.3% | -36.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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