-99.8%
AIFC vs SPY
+3,091.8%
-3,191.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +33.3% | +0.1% | +33.3% | +33.3% |
| 3M | -22.2% | +2.0% | -24.2% | -22.8% |
| 6M | -63.6% | +13.0% | -76.6% | -66.0% |
| YTD | -49.1% | +13.5% | -62.6% | -52.4% |
| 1Y | -85.5% | +20.0% | -105.5% | -86.8% |
| 3Y | 0.0% | +77.2% | -77.2% | -26.3% |
| 5Y | -91.9% | +81.9% | -173.8% | -94.0% |
| 10Y | -89.5% | +314.1% | -403.6% | -94.5% |
| All | -99.8% | +3,091.8% | -3,191.6% | -100.0% |
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