-2.2%
AIP vs SPY
+72.2%
-74.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.1% |
| 7D | -5.3% | -2.7% | -2.6% | +0.6% |
| 30D | -23.9% | -5.4% | -18.5% | -13.7% |
| 3M | -43.7% | -4.1% | -39.6% | -37.7% |
| 6M | -43.3% | +0.7% | -44.0% | -41.7% |
| YTD | +14.8% | +8.7% | +6.2% | +4.2% |
| 1Y | +19.5% | +10.9% | +8.7% | +5.5% |
| 3Y | +176.0% | +75.0% | +101.0% | +21.5% |
| 5Y | -17.4% | +67.8% | -85.2% | -57.3% |
| All | -2.2% | +72.2% | -74.4% | -53.2% |
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 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