+22.0%
AIEQ vs SPY
+82.3%
-60.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -0.5% |
| 30D | -2.0% | -1.1% | -1.0% | -0.8% |
| 3M | +2.1% | +3.9% | -1.8% | -2.4% |
| 6M | +11.5% | +13.6% | -2.1% | -3.9% |
| YTD | +10.6% | +12.7% | -2.1% | -3.8% |
| 1Y | +12.5% | +17.5% | -5.0% | -6.9% |
| 3Y | +63.8% | +76.9% | -13.2% | -15.7% |
| All | +22.0% | +82.3% | -60.3% | -39.3% |
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 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