-77.2%
AIOS vs SPY
+77.4%
-154.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -7.7% |
| 7D | -26.8% | +0.1% | -26.9% | -26.7% |
| 30D | +0.7% | +0.1% | +0.7% | +0.8% |
| 3M | -22.4% | +2.0% | -24.3% | -25.2% |
| 6M | -4.3% | +13.0% | -17.3% | -20.7% |
| YTD | -43.0% | +13.5% | -56.6% | -52.8% |
| 1Y | -83.0% | +20.0% | -103.0% | -87.3% |
| All | -77.2% | +77.4% | -154.5% | -89.2% |
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