-94.7%
AIFA vs SPY
+242.3%
-337.0%
-97.6%
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 | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | +2.4% | +0.5% | +1.8% | +2.0% |
| 30D | +50.7% | -0.9% | +51.7% | +51.7% |
| 3M | +44.3% | +3.9% | +40.4% | +40.2% |
| 6M | +66.7% | +14.5% | +52.1% | +52.0% |
| YTD | +28.8% | +12.9% | +15.9% | +18.7% |
| 1Y | -48.4% | +19.4% | -67.7% | -54.0% |
| 3Y | -43.3% | +78.5% | -121.7% | -61.7% |
| 5Y | -72.7% | +81.8% | -154.5% | -82.0% |
| All | -94.7% | +242.3% | -337.0% | -97.5% |
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 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