+181.0%
AIO vs SPY
+180.2%
+0.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -3.2% | +2.0% | -5.2% | -5.0% |
| 6M | +18.0% | +13.0% | +5.0% | +4.7% |
| YTD | +25.8% | +13.5% | +12.2% | +11.1% |
| 1Y | +22.8% | +20.0% | +2.9% | +2.8% |
| 3Y | +92.5% | +77.2% | +15.4% | +9.6% |
| 5Y | +71.5% | +81.9% | -10.4% | -4.6% |
| All | +181.0% | +180.2% | +0.8% | +1.3% |
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 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