-88.2%
AIFF vs SPY
+76.5%
-164.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | -10.9% | -1.4% | -9.5% | -9.3% |
| 3M | -34.2% | +3.7% | -37.9% | -37.1% |
| 6M | -36.5% | +13.0% | -49.5% | -45.4% |
| YTD | +20.5% | +12.4% | +8.1% | +5.1% |
| 1Y | -60.0% | +18.5% | -78.5% | -67.1% |
| All | -88.2% | +76.5% | -164.8% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling