+83.7%
AII vs SPY
+36.7%
+47.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +8.4% | -2.4% | +10.8% | +8.9% |
| 3M | +45.7% | -1.2% | +46.8% | +45.9% |
| 6M | +48.6% | +3.3% | +45.3% | +47.0% |
| YTD | +49.1% | +12.3% | +36.8% | +41.4% |
| 1Y | +18.6% | +12.4% | +6.1% | +11.5% |
| All | +83.7% | +36.7% | +47.1% | +70.1% |
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