-99.9%
AIXC vs SPY
+81.8%
-181.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.2% |
| 7D | -11.5% | +0.5% | -12.1% | -12.0% |
| 30D | -16.1% | -0.9% | -15.1% | -15.6% |
| 3M | -46.5% | +3.9% | -50.4% | -47.9% |
| 6M | -37.3% | +14.5% | -51.8% | -42.8% |
| YTD | -70.5% | +12.9% | -83.4% | -72.7% |
| 1Y | -60.1% | +19.4% | -79.5% | -64.2% |
| 3Y | -98.6% | +78.5% | -177.0% | -99.0% |
| 5Y | -99.9% | +81.8% | -181.7% | -99.9% |
| All | -99.9% | +81.8% | -181.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling