-50.7%
AIB vs SPY
+14.5%
-65.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.5% | +12.3% | +13.9% |
| 7D | +34.9% | +0.5% | +34.4% | +32.2% |
| 30D | -24.3% | -0.9% | -23.4% | -20.0% |
| 3M | -20.6% | +3.9% | -24.4% | -27.8% |
| All | -50.7% | +14.5% | -65.2% | -67.6% |
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 · Available span rolling