-99.8%
AIFU vs SPY
+602.0%
-701.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | -28.8% | -0.4% | -28.4% | -28.4% |
| 30D | -58.4% | -1.4% | -57.0% | -57.6% |
| 3M | -67.7% | +3.7% | -71.4% | -68.4% |
| 6M | -57.1% | +13.0% | -70.1% | -61.2% |
| YTD | -71.2% | +12.4% | -83.6% | -73.7% |
| 1Y | -87.5% | +18.5% | -106.0% | -89.1% |
| 3Y | -99.5% | +77.6% | -177.1% | -99.7% |
| 5Y | -99.7% | +81.7% | -181.4% | -99.8% |
| 10Y | -99.4% | +319.7% | -419.0% | -99.8% |
| All | -99.8% | +602.0% | -701.8% | -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