-61.4%
AIFF vs SPY
+17.1%
-78.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.6% |
| 7D | -2.7% | -2.0% | -0.7% | -0.6% |
| 30D | -6.1% | -1.7% | -4.5% | -4.4% |
| 3M | -33.1% | +4.7% | -37.9% | -36.1% |
| 6M | -43.4% | +12.5% | -55.9% | -47.1% |
| YTD | +21.6% | +11.7% | +9.9% | +17.1% |
| All | -61.4% | +17.1% | -78.5% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling