-70.2%
AIBZ vs SPY
+2.3%
-72.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -5.9% |
| 7D | +14.2% | +3.3% | +10.9% | +3.2% |
| 30D | -9.9% | -2.7% | -7.2% | -0.1% |
| 3M | -54.8% | -1.7% | -53.1% | -50.7% |
| All | -70.2% | +2.3% | -72.5% | -68.1% |
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 · Available span rolling