+92.6%
AIO vs SPY
+78.0%
+14.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -7.7% | -3.3% | -4.4% | -4.2% |
| 3M | -9.2% | -2.4% | -6.8% | -6.7% |
| 6M | -6.0% | +2.6% | -8.6% | -8.1% |
| YTD | +14.6% | +11.2% | +3.3% | +3.3% |
| 1Y | +11.8% | +13.4% | -1.6% | -1.0% |
| 3Y | +92.6% | +79.9% | +12.7% | +9.3% |
| All | +92.6% | +78.0% | +14.5% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling