+39.8%
AIPI vs SPY
+48.1%
-8.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +6.6% | +3.3% | +3.3% | +2.6% |
| 30D | -14.0% | -2.7% | -11.3% | -10.9% |
| 3M | -8.6% | -1.7% | -6.8% | -6.3% |
| 6M | +1.1% | +3.1% | -2.0% | -1.8% |
| YTD | +4.2% | +11.9% | -7.7% | -7.6% |
| 1Y | +2.6% | +12.0% | -9.4% | -9.0% |
| All | +39.8% | +48.1% | -8.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling