-72.8%
AIB vs SPY
+13.9%
-86.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.9% | +4.0% |
| 7D | +9.7% | -0.9% | +10.6% | +13.1% |
| 30D | -40.6% | -2.4% | -38.3% | -35.4% |
| 3M | -54.9% | -1.2% | -53.7% | -52.3% |
| 6M | -31.3% | +3.3% | -34.6% | -34.5% |
| All | -72.8% | +13.9% | -86.6% | -81.8% |
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