+53.0%
AIPI vs SPY
+47.8%
+5.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | -1.2% | -2.0% | +0.8% | +1.1% |
| 30D | +0.9% | -1.7% | +2.5% | +2.8% |
| 3M | +8.0% | +4.7% | +3.2% | +2.7% |
| 6M | +18.1% | +12.5% | +5.6% | +3.7% |
| YTD | +14.0% | +11.7% | +2.3% | +0.9% |
| 1Y | +22.8% | +17.5% | +5.3% | +2.8% |
| All | +53.0% | +47.8% | +5.2% | -3.2% |
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 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