-99.0%
AIIO vs SPY
+240.8%
-339.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | +0.6% | -2.0% | +2.5% | +1.7% |
| 30D | -39.9% | -1.7% | -38.3% | -39.4% |
| 3M | -36.3% | +4.7% | -41.0% | -37.8% |
| 6M | -32.7% | +12.5% | -45.2% | -35.7% |
| YTD | -70.7% | +11.7% | -82.4% | -71.8% |
| 1Y | -94.4% | +17.5% | -111.9% | -94.7% |
| 3Y | -99.1% | +76.6% | -175.7% | -99.3% |
| 5Y | -99.1% | +82.0% | -181.1% | -99.3% |
| All | -99.0% | +240.8% | -339.8% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling