-99.6%
AIOS vs SPY
+67.4%
-167.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.2% |
| 7D | -4.2% | -2.7% | -1.5% | -1.0% |
| 30D | -22.4% | -5.4% | -17.1% | -17.0% |
| 3M | -30.5% | -4.1% | -26.4% | -26.8% |
| 6M | -54.0% | +0.7% | -54.7% | -54.9% |
| YTD | -59.6% | +8.7% | -68.3% | -63.5% |
| 1Y | -88.6% | +10.9% | -99.4% | -90.1% |
| 3Y | -81.2% | +75.0% | -156.2% | -89.9% |
| All | -99.6% | +67.4% | -167.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling