+42.8%
AIPO vs SPY
+22.6%
+20.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.4% |
| 30D | -3.6% | +0.1% | -3.6% | -3.6% |
| 3M | -12.9% | +2.0% | -14.9% | -16.1% |
| 6M | +12.3% | +13.0% | -0.7% | -10.8% |
| YTD | +31.4% | +13.5% | +17.9% | +3.2% |
| 1Y | +45.2% | +20.0% | +25.2% | +4.5% |
| All | +42.8% | +22.6% | +20.2% | +0.4% |
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 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