-100.0%
AIM vs SPY
+311.8%
-411.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +7.1% |
| 7D | -6.2% | -0.9% | -5.3% | -6.2% |
| 30D | -16.7% | -2.4% | -14.3% | -16.6% |
| 3M | -40.0% | -1.2% | -38.8% | -40.0% |
| 6M | -51.6% | +3.3% | -54.9% | -51.6% |
| YTD | -86.3% | +12.3% | -98.6% | -86.3% |
| 1Y | -90.2% | +12.4% | -102.7% | -90.2% |
| 3Y | -99.6% | +78.8% | -178.4% | -99.6% |
| 5Y | -99.9% | +75.2% | -175.1% | -99.9% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +311.8% | -411.7% | -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 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