-99.3%
AIOS vs SPY
+288.5%
-387.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -6.1% | +2.6% | -8.7% | -8.0% |
| 30D | -28.3% | -2.0% | -26.4% | -27.3% |
| 3M | -33.2% | -2.8% | -30.4% | -31.6% |
| 6M | -50.5% | +2.1% | -52.6% | -51.5% |
| YTD | -62.1% | +11.5% | -73.5% | -65.0% |
| 1Y | -89.4% | +13.5% | -102.9% | -90.4% |
| 3Y | -82.5% | +77.7% | -160.2% | -87.9% |
| 5Y | -99.5% | +72.6% | -172.1% | -99.7% |
| All | -99.3% | +288.5% | -387.8% | -99.8% |
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