-96.1%
AIFC vs SPY
+311.8%
-407.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.2% | +3.9% |
| 7D | -17.4% | -0.9% | -16.5% | -14.5% |
| 30D | -54.8% | -2.4% | -52.4% | -52.3% |
| 3M | -54.8% | -1.2% | -53.6% | -53.1% |
| 6M | -79.6% | +3.3% | -82.9% | -79.7% |
| YTD | -82.7% | +12.3% | -95.0% | -84.3% |
| 1Y | -91.0% | +12.4% | -103.4% | -91.8% |
| 3Y | -64.8% | +78.8% | -143.6% | -80.4% |
| 5Y | -96.8% | +75.2% | -171.9% | -98.1% |
| 10Y | -96.1% | +311.1% | -407.2% | -99.3% |
| All | -96.1% | +311.8% | -407.9% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling