+343.2%
AX vs SPY
+313.4%
+29.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +11.7% | +2.0% | +9.7% | +8.4% |
| 6M | +8.7% | +13.0% | -4.3% | -8.4% |
| YTD | +13.7% | +13.5% | +0.1% | -4.7% |
| 1Y | +6.3% | +20.0% | -13.7% | -17.4% |
| 3Y | +122.0% | +77.2% | +44.8% | +1.2% |
| 5Y | +107.7% | +81.9% | +25.8% | -6.9% |
| All | +343.2% | +313.4% | +29.8% | -39.8% |
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