+165.4%
AIBU vs SPY
+49.6%
+115.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.8% |
| 7D | +7.0% | +0.5% | +6.4% | +5.3% |
| 30D | -1.6% | -0.9% | -0.6% | +1.7% |
| 3M | +2.4% | +3.9% | -1.5% | -6.9% |
| 6M | +65.8% | +14.5% | +51.3% | +15.7% |
| YTD | +34.9% | +12.9% | +21.9% | -0.8% |
| 1Y | +39.2% | +19.4% | +19.9% | -10.9% |
| All | +165.4% | +49.6% | +115.8% | +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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling