-93.8%
AIFA vs SPY
+238.0%
-331.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -10.8% | +2.6% | -13.4% | -12.6% |
| 30D | -16.5% | -2.0% | -14.5% | -15.2% |
| 3M | +21.6% | -2.8% | +24.4% | +24.7% |
| 6M | +58.2% | +2.1% | +56.0% | +56.9% |
| YTD | +50.5% | +11.5% | +39.0% | +40.5% |
| 1Y | +23.9% | +13.5% | +10.5% | +14.8% |
| 3Y | -30.6% | +77.7% | -108.3% | -52.8% |
| 5Y | -74.3% | +72.6% | -147.0% | -82.4% |
| All | -93.8% | +238.0% | -331.8% | -97.0% |
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