-76.2%
AIFF vs SPY
+322.5%
-398.7%
-99.6%
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% | -0.5% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | -3.6% | -1.1% | -2.5% | -2.9% |
| 3M | -33.5% | +3.9% | -37.4% | -35.1% |
| 6M | -38.2% | +13.6% | -51.8% | -42.7% |
| YTD | +21.6% | +12.7% | +8.9% | +13.6% |
| 1Y | -61.4% | +17.5% | -78.9% | -64.6% |
| 3Y | -88.1% | +76.9% | -165.0% | -91.0% |
| 5Y | -98.8% | +83.6% | -182.4% | -99.1% |
| All | -76.2% | +322.5% | -398.7% | -80.8% |
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