-99.3%
AIOS vs SPY
+291.3%
-390.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.2% |
| 7D | -10.1% | -0.9% | -9.1% | -9.5% |
| 30D | -26.6% | -2.4% | -24.2% | -25.3% |
| 3M | -36.8% | -1.2% | -35.7% | -36.2% |
| 6M | -52.6% | +3.3% | -55.9% | -54.0% |
| YTD | -60.3% | +12.3% | -72.6% | -63.5% |
| 1Y | -88.5% | +12.4% | -101.0% | -89.6% |
| 3Y | -81.4% | +78.8% | -160.3% | -87.3% |
| 5Y | -99.5% | +75.2% | -174.7% | -99.7% |
| All | -99.3% | +291.3% | -390.6% | -99.7% |
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