+128.0%
AIEQ vs SPY
+241.1%
-113.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -2.1% | -1.4% | -0.7% | -0.6% |
| 3M | +1.8% | +3.7% | -1.9% | -2.1% |
| 6M | +10.5% | +13.0% | -2.5% | -2.9% |
| YTD | +10.1% | +12.4% | -2.3% | -2.7% |
| 1Y | +13.1% | +18.5% | -5.4% | -5.5% |
| 3Y | +62.9% | +77.6% | -14.7% | -9.9% |
| 5Y | +19.9% | +81.7% | -61.8% | -34.7% |
| All | +128.0% | +241.1% | -113.1% | -33.5% |
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