+24.6%
AIP vs SPY
+78.1%
-53.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.7% |
| 7D | +8.8% | -0.4% | +9.1% | +9.4% |
| 30D | -16.4% | -1.4% | -15.1% | -14.0% |
| 3M | -32.8% | +3.7% | -36.6% | -36.6% |
| 6M | +55.9% | +13.0% | +42.9% | +27.3% |
| YTD | +46.3% | +12.4% | +33.9% | +21.8% |
| 1Y | +160.0% | +18.5% | +141.4% | +100.6% |
| 3Y | +214.9% | +77.6% | +137.2% | +31.5% |
| All | +24.6% | +78.1% | -53.6% | -45.3% |
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