+226.4%
AAXJ vs SPY
+715.7%
-489.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +1.9% | -0.4% | +2.2% | +2.2% |
| 30D | +5.5% | -1.4% | +6.9% | +7.0% |
| 3M | +4.4% | +3.7% | +0.7% | +0.9% |
| 6M | +19.6% | +13.0% | +6.6% | +6.7% |
| YTD | +28.2% | +12.4% | +15.8% | +15.1% |
| 1Y | +36.7% | +18.5% | +18.2% | +16.5% |
| 3Y | +94.2% | +77.6% | +16.6% | +8.8% |
| 5Y | +47.2% | +81.7% | -34.5% | -21.0% |
| 10Y | +141.2% | +319.7% | -178.5% | -50.1% |
| All | +226.4% | +715.7% | -489.3% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling