+69.0%
AIN vs SPY
+312.5%
-243.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.3% |
| 7D | +3.1% | -0.4% | +3.4% | +3.5% |
| 30D | -0.2% | -1.4% | +1.2% | +1.4% |
| 3M | -12.4% | +3.7% | -16.1% | -16.1% |
| 6M | +8.8% | +13.0% | -4.2% | -4.8% |
| YTD | +21.2% | +12.4% | +8.9% | +6.7% |
| 1Y | +2.5% | +18.5% | -16.1% | -14.9% |
| 3Y | -26.5% | +77.6% | -104.1% | -60.2% |
| 5Y | -17.2% | +81.7% | -98.9% | -56.3% |
| 10Y | +69.0% | +319.7% | -250.7% | -67.3% |
| All | +69.0% | +312.5% | -243.6% | -67.3% |
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