+721.9%
AIN vs SPY
+3,027.0%
-2,305.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +1.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +13.3% | -3.3% | +16.6% | +17.1% |
| 3M | +12.2% | -2.4% | +14.6% | +15.0% |
| 6M | +13.0% | +2.6% | +10.4% | +9.7% |
| YTD | +40.1% | +11.2% | +28.9% | +25.9% |
| 1Y | +48.1% | +13.4% | +34.7% | +30.4% |
| 3Y | -11.6% | +79.9% | -91.5% | -50.2% |
| 5Y | -14.7% | +72.2% | -86.9% | -50.0% |
| 10Y | +92.4% | +307.3% | -214.9% | -50.1% |
| All | +721.9% | +3,027.0% | -2,305.1% | -36.0% |
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