-92.6%
AIFC vs SPY
+81.8%
-174.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.4% |
| 7D | -3.7% | +0.5% | -4.3% | -4.3% |
| 30D | +18.2% | -0.9% | +19.1% | +19.7% |
| 3M | -21.2% | +3.9% | -25.1% | -24.9% |
| 6M | -62.3% | +14.5% | -76.8% | -68.3% |
| YTD | -52.7% | +12.9% | -65.6% | -59.1% |
| 1Y | -87.4% | +19.4% | -106.8% | -89.7% |
| 3Y | +23.8% | +78.5% | -54.6% | -37.4% |
| All | -92.6% | +81.8% | -174.4% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling