-100.0%
AIXC vs SPY
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | -8.4% | -0.4% | -8.1% | -8.3% |
| 30D | -10.5% | -1.4% | -9.1% | -10.0% |
| 3M | -44.8% | +3.7% | -48.5% | -45.6% |
| 6M | -41.7% | +13.0% | -54.7% | -44.3% |
| YTD | -69.8% | +12.4% | -82.2% | -71.0% |
| 1Y | -59.2% | +18.5% | -77.7% | -61.5% |
| 3Y | -98.5% | +77.6% | -176.2% | -98.8% |
| 5Y | -99.9% | +81.7% | -181.6% | -99.9% |
| 10Y | -100.0% | +319.7% | -419.7% | -100.0% |
| All | -100.0% | +312.5% | -412.5% | -100.0% |
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