+46.9%
AIPO vs SPY
+21.9%
+25.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +4.0% |
| 7D | +8.1% | +0.5% | +7.5% | +6.8% |
| 30D | -0.8% | -0.9% | +0.1% | +1.2% |
| 3M | -4.9% | +3.9% | -8.8% | -11.9% |
| 6M | +21.5% | +14.5% | +7.0% | -6.1% |
| YTD | +35.2% | +12.9% | +22.3% | +7.4% |
| 1Y | +49.2% | +19.4% | +29.8% | +8.5% |
| All | +46.9% | +21.9% | +25.0% | +4.4% |
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