-78.4%
AIBD vs SPY
+50.4%
-128.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | +0.1% |
| 30D | -1.1% | +0.1% | -1.1% | -0.4% |
| 3M | +1.7% | +2.0% | -0.3% | +12.9% |
| 6M | -45.8% | +13.0% | -58.8% | -15.8% |
| YTD | -36.5% | +13.5% | -50.1% | +1.8% |
| 1Y | -44.2% | +20.0% | -64.2% | +7.5% |
| All | -78.4% | +50.4% | -128.8% | -4.4% |
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