-89.8%
AIFC vs SPY
+322.5%
-412.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -8.9% | -0.8% | -8.2% | -8.1% |
| 30D | +21.4% | -1.1% | +22.5% | +23.0% |
| 3M | -22.7% | +3.9% | -26.6% | -25.8% |
| 6M | -63.0% | +13.6% | -76.6% | -67.9% |
| YTD | -53.6% | +12.7% | -66.3% | -59.0% |
| 1Y | -87.2% | +17.5% | -104.7% | -89.0% |
| 3Y | +15.9% | +76.9% | -61.0% | -36.3% |
| 5Y | -92.4% | +83.6% | -176.0% | -95.9% |
| All | -89.8% | +322.5% | -412.3% | -97.2% |
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