+344.8%
AIA vs SPY
+654.8%
-310.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +5.7% | +0.1% | +5.6% | +5.6% |
| 3M | -1.0% | +2.0% | -3.0% | -2.5% |
| 6M | +30.3% | +13.0% | +17.3% | +16.6% |
| YTD | +48.0% | +13.5% | +34.4% | +31.9% |
| 1Y | +73.3% | +20.0% | +53.3% | +46.5% |
| 3Y | +163.0% | +77.2% | +85.8% | +50.0% |
| 5Y | +91.9% | +81.9% | +10.0% | +5.2% |
| 10Y | +263.7% | +314.1% | -50.4% | -19.1% |
| All | +344.8% | +654.8% | -310.0% | -48.9% |
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