-56.9%
AIRJ vs SPY
+78.7%
-135.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -4.3% | -2.0% | -2.3% | -3.2% |
| 30D | -33.4% | -1.7% | -31.8% | -32.7% |
| 3M | +3.3% | +4.7% | -1.5% | +1.5% |
| 6M | +23.1% | +12.5% | +10.6% | +18.3% |
| YTD | +8.1% | +11.7% | -3.6% | +4.4% |
| 1Y | -8.8% | +17.5% | -26.3% | -13.0% |
| 3Y | -59.8% | +76.6% | -136.4% | -62.9% |
| All | -56.9% | +78.7% | -135.6% | -60.2% |
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