-75.5%
AIB vs SPY
+12.8%
-88.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -9.0% |
| 7D | -16.5% | +0.1% | -16.5% | -18.7% |
| 30D | -48.9% | -3.3% | -45.6% | -42.7% |
| 3M | -62.4% | -2.4% | -60.0% | -58.6% |
| 6M | -39.8% | +2.6% | -42.4% | -41.4% |
| All | -75.5% | +12.8% | -88.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling