-92.0%
AIFF vs SPY
+2,933.2%
-3,025.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | -33.9% | +2.0% | -35.9% | -34.5% |
| 6M | -27.1% | +13.0% | -40.1% | -31.4% |
| YTD | +28.4% | +13.5% | +14.9% | +21.1% |
| 1Y | -57.8% | +20.0% | -77.8% | -61.1% |
| 3Y | -88.6% | +77.2% | -165.8% | -91.0% |
| 5Y | -98.8% | +81.9% | -180.6% | -99.0% |
| 10Y | -76.5% | +314.1% | -390.5% | -87.4% |
| All | -92.0% | +2,933.2% | -3,025.2% | -97.8% |
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 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