+15.2%
AIPO vs SPY
+19.7%
-4.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.2% |
| 7D | -7.2% | -0.6% | -6.6% | -6.1% |
| 30D | -18.7% | -3.7% | -15.0% | -11.6% |
| 3M | -21.1% | -2.7% | -18.3% | -15.8% |
| 6M | -27.1% | +2.2% | -29.3% | -29.3% |
| YTD | +6.0% | +10.8% | -4.9% | -11.9% |
| 1Y | -4.1% | +11.2% | -15.3% | -20.4% |
| All | +15.2% | +19.7% | -4.5% | -14.3% |
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 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