+385.0%
AIRR vs SPY
+315.0%
+70.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +2.5% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.4% | -3.3% | -2.0% | -1.5% |
| 3M | -20.2% | -2.4% | -17.8% | -17.8% |
| 6M | -23.9% | +2.6% | -26.5% | -25.7% |
| YTD | +0.4% | +11.2% | -10.9% | -10.3% |
| 1Y | +1.5% | +13.4% | -11.9% | -11.0% |
| 3Y | +107.7% | +79.9% | +27.8% | +10.8% |
| 5Y | +110.8% | +72.2% | +38.6% | +18.0% |
| 10Y | +385.0% | +307.3% | +77.6% | -3.3% |
| All | +385.0% | +315.0% | +70.0% | -3.3% |
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 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