+156.7%
AIBU vs SPY
+48.0%
+108.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | +4.0% |
| 30D | -3.3% | -1.7% | -1.6% | +2.2% |
| 3M | +7.4% | +4.7% | +2.7% | -4.7% |
| 6M | +58.1% | +12.5% | +45.6% | +16.5% |
| YTD | +30.4% | +11.7% | +18.7% | -0.8% |
| 1Y | +27.1% | +17.5% | +9.6% | -14.7% |
| All | +156.7% | +48.0% | +108.7% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling