+16.4%
AX vs SPY
+9.9%
+6.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +2.5% | -2.7% | +5.2% | +4.6% |
| 30D | +5.7% | -5.4% | +11.1% | +10.3% |
| 3M | -9.0% | -4.1% | -4.9% | -6.2% |
| 6M | +5.3% | +0.7% | +4.6% | +3.7% |
| YTD | +7.6% | +8.7% | -1.1% | -2.2% |
| 1Y | +16.4% | +10.9% | +5.5% | +3.4% |
| All | +16.4% | +9.9% | +6.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling