-96.8%
AIFC vs SPY
+307.0%
-403.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.4% |
| 7D | -5.9% | +2.6% | -8.5% | -8.4% |
| 30D | -60.0% | -2.0% | -58.0% | -58.0% |
| 3M | -61.9% | -2.8% | -59.1% | -59.6% |
| 6M | -83.8% | +2.1% | -86.0% | -83.7% |
| YTD | -85.5% | +11.5% | -96.9% | -86.7% |
| 1Y | -91.6% | +13.5% | -105.1% | -92.4% |
| 3Y | -60.0% | +77.7% | -137.7% | -77.5% |
| 5Y | -97.2% | +72.6% | -169.9% | -98.4% |
| All | -96.8% | +307.0% | -403.8% | -99.4% |
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