-99.2%
AIOS vs SPY
+277.5%
-376.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -2.4% |
| 7D | -5.4% | -4.7% | -0.7% | -1.8% |
| 30D | -25.1% | -5.9% | -19.2% | -21.5% |
| 3M | -26.4% | -4.5% | -21.9% | -23.7% |
| 6M | -54.6% | +1.8% | -56.4% | -55.4% |
| YTD | -58.4% | +8.3% | -66.7% | -60.7% |
| 1Y | -88.5% | +9.3% | -97.8% | -89.3% |
| 3Y | -80.7% | +74.9% | -155.5% | -86.4% |
| 5Y | -99.6% | +67.3% | -166.9% | -99.7% |
| All | -99.2% | +277.5% | -376.8% | -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