+287.2%
AIA vs SPY
+643.8%
-356.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +7.5% | +3.3% | +4.2% | +4.1% |
| 30D | -8.7% | -2.7% | -6.0% | -5.8% |
| 3M | -9.6% | -1.7% | -7.8% | -7.6% |
| 6M | -5.5% | +3.1% | -8.6% | -7.4% |
| YTD | +28.8% | +11.9% | +16.9% | +17.0% |
| 1Y | +28.8% | +12.0% | +16.8% | +16.9% |
| 3Y | +137.7% | +78.2% | +59.5% | +35.4% |
| 5Y | +72.6% | +73.2% | -0.7% | -0.1% |
| 10Y | +231.2% | +309.6% | -78.5% | -25.2% |
| All | +287.2% | +643.8% | -356.7% | -54.7% |
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