+83.2%
AIN vs SPY
+304.1%
-220.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -6.4% | -0.6% | -5.9% | -5.8% |
| 30D | +11.5% | -3.7% | +15.2% | +16.0% |
| 3M | +13.5% | -2.7% | +16.3% | +17.0% |
| 6M | +11.2% | +2.2% | +9.0% | +8.1% |
| YTD | +37.9% | +10.8% | +27.1% | +23.1% |
| 1Y | +47.7% | +11.2% | +36.5% | +31.3% |
| 3Y | -12.9% | +76.5% | -89.3% | -52.4% |
| 5Y | -16.5% | +72.9% | -89.4% | -53.4% |
| 10Y | +83.2% | +304.8% | -221.6% | -59.3% |
| All | +83.2% | +304.1% | -220.9% | -59.3% |
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