+363.5%
AIR vs SPY
+312.5%
+51.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.1% |
| 7D | +0.6% | -0.4% | +1.0% | +1.1% |
| 30D | -12.7% | -1.4% | -11.3% | -11.1% |
| 3M | +3.7% | +3.7% | 0.0% | -1.1% |
| 6M | +15.5% | +13.0% | +2.5% | -1.2% |
| YTD | +50.5% | +12.4% | +38.1% | +29.8% |
| 1Y | +68.6% | +18.5% | +50.0% | +35.7% |
| 3Y | +115.5% | +77.6% | +37.9% | +0.8% |
| 5Y | +279.1% | +81.7% | +197.4% | +68.9% |
| 10Y | +363.5% | +319.7% | +43.8% | -31.7% |
| All | +363.5% | +312.5% | +51.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling