-93.4%
AIFA vs SPY
+240.4%
-333.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.7% |
| 7D | -3.3% | -0.9% | -2.4% | -2.8% |
| 30D | -21.9% | -2.4% | -19.6% | -20.4% |
| 3M | +18.9% | -1.2% | +20.0% | +20.3% |
| 6M | +37.0% | +3.3% | +33.7% | +34.6% |
| YTD | +60.7% | +12.3% | +48.4% | +49.2% |
| 1Y | +17.5% | +12.4% | +5.1% | +9.5% |
| 3Y | -25.2% | +78.8% | -104.0% | -49.4% |
| 5Y | -72.4% | +75.2% | -147.5% | -81.2% |
| All | -93.4% | +240.4% | -333.8% | -96.8% |
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