+53.6%
AX vs SPY
+67.0%
-13.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +3.3% |
| 7D | -0.1% | -4.7% | +4.6% | +6.0% |
| 30D | +3.9% | -5.9% | +9.8% | +11.9% |
| 3M | -10.9% | -4.5% | -6.4% | -5.9% |
| 6M | +6.1% | +1.8% | +4.3% | +2.7% |
| YTD | +7.3% | +8.3% | -1.0% | -4.3% |
| 1Y | +14.5% | +9.3% | +5.2% | +0.8% |
| 3Y | +127.2% | +74.9% | +52.3% | +5.6% |
| 5Y | +53.6% | +67.3% | -13.7% | -24.0% |
| All | +53.6% | +67.0% | -13.4% | -24.0% |
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 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