+16.2%
AIPO vs SPY
+20.4%
-4.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.3% |
| 7D | +5.2% | +2.6% | +2.7% | -0.1% |
| 30D | -11.6% | -2.0% | -9.6% | -7.4% |
| 3M | -22.9% | -2.8% | -20.1% | -17.6% |
| 6M | -28.1% | +2.1% | -30.2% | -30.3% |
| YTD | +7.0% | +11.5% | -4.5% | -12.1% |
| 1Y | +5.4% | +13.5% | -8.1% | -16.0% |
| All | +16.2% | +20.4% | -4.1% | -14.5% |
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