-73.3%
AIFA vs SPY
+81.0%
-154.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +2.4% | -0.4% | +2.7% | +2.7% |
| 30D | +42.2% | -1.4% | +43.6% | +43.7% |
| 3M | +35.1% | +3.7% | +31.4% | +31.0% |
| 6M | +61.8% | +13.0% | +48.8% | +47.9% |
| YTD | +27.6% | +12.4% | +15.2% | +17.0% |
| 1Y | -48.0% | +18.5% | -66.6% | -53.9% |
| 3Y | -43.8% | +77.6% | -121.4% | -62.2% |
| 5Y | -73.3% | +81.7% | -154.9% | -82.6% |
| All | -73.3% | +81.0% | -154.3% | -82.6% |
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