+284.9%
AIA vs SPY
+641.1%
-356.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +3.9% | +2.6% | +1.3% | +1.3% |
| 30D | -7.0% | -2.0% | -5.1% | -4.8% |
| 3M | -10.6% | -2.8% | -7.8% | -7.6% |
| 6M | -8.8% | +2.1% | -10.9% | -9.7% |
| YTD | +28.0% | +11.5% | +16.5% | +16.8% |
| 1Y | +30.1% | +13.5% | +16.6% | +16.6% |
| 3Y | +135.7% | +77.7% | +58.0% | +34.6% |
| 5Y | +71.6% | +72.6% | -1.0% | -0.3% |
| 10Y | +229.3% | +308.2% | -78.9% | -25.4% |
| All | +284.9% | +641.1% | -356.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling