-41.6%
AIFA vs SPY
+17.2%
-58.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +4.6% |
| 7D | +2.0% | -2.0% | +4.0% | +6.5% |
| 30D | -2.5% | -1.7% | -0.9% | +0.8% |
| 3M | +46.0% | +4.7% | +41.2% | +29.6% |
| 6M | +66.1% | +12.5% | +53.6% | +35.3% |
| YTD | +31.8% | +11.7% | +20.1% | +7.6% |
| 1Y | -41.6% | +17.5% | -59.1% | -52.1% |
| All | -41.6% | +17.2% | -58.8% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling