-78.8%
AIBD vs SPY
+48.9%
-127.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -1.4% |
| 7D | -6.7% | -0.4% | -6.3% | -7.6% |
| 30D | +0.3% | -1.4% | +1.7% | -3.3% |
| 3M | -11.4% | +3.7% | -15.1% | +2.3% |
| 6M | -46.6% | +13.0% | -59.6% | -17.3% |
| YTD | -37.8% | +12.4% | -50.2% | -3.3% |
| 1Y | -41.8% | +18.5% | -60.4% | +8.1% |
| All | -78.8% | +48.9% | -127.7% | -9.2% |
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 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 · 6 months rolling