-93.4%
AIIO vs SPY
+20.8%
-114.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +4.6% |
| 7D | -18.9% | +0.1% | -19.1% | -19.3% |
| 30D | -38.3% | +0.1% | -38.3% | -38.7% |
| 3M | -42.5% | +2.0% | -44.5% | -46.4% |
| 6M | -40.3% | +13.0% | -53.3% | -55.9% |
| YTD | -69.8% | +13.5% | -83.4% | -77.8% |
| 1Y | -93.4% | +20.0% | -113.3% | -91.6% |
| All | -93.4% | +20.8% | -114.2% | -91.6% |
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