-100.0%
AIM vs SPY
+1,897.4%
-1,997.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.5% | +0.1% | -11.6% | -11.6% |
| 30D | -17.9% | +0.1% | -17.9% | -17.9% |
| 3M | -61.0% | +2.0% | -63.0% | -61.2% |
| 6M | -66.7% | +13.0% | -79.7% | -68.1% |
| YTD | -79.0% | +13.5% | -92.6% | -80.0% |
| 1Y | -90.3% | +20.0% | -110.2% | -90.9% |
| 3Y | -99.6% | +77.2% | -176.8% | -99.7% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +1,897.4% | -1,997.4% | -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