+384.9%
AX vs SPY
+312.9%
+72.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.2% |
| 7D | +2.5% | -2.7% | +5.2% | +6.1% |
| 30D | +5.7% | -5.4% | +11.1% | +13.4% |
| 3M | -9.0% | -4.1% | -4.9% | -4.3% |
| 6M | +5.3% | +0.7% | +4.6% | +3.4% |
| YTD | +7.6% | +8.7% | -1.1% | -4.8% |
| 1Y | +16.4% | +10.9% | +5.5% | +0.2% |
| 3Y | +140.8% | +75.0% | +65.8% | +10.7% |
| 5Y | +54.0% | +67.8% | -13.8% | -23.3% |
| All | +384.9% | +312.9% | +72.1% | -42.0% |
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