+340.3%
AIQ vs SPY
+220.5%
+119.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +2.0% | +0.5% | +1.4% | +1.3% |
| 30D | +1.5% | -0.9% | +2.5% | +2.7% |
| 3M | -0.2% | +3.9% | -4.1% | -4.0% |
| 6M | +31.0% | +14.5% | +16.5% | +13.3% |
| YTD | +26.5% | +12.9% | +13.5% | +11.3% |
| 1Y | +39.6% | +19.4% | +20.3% | +15.8% |
| 3Y | +127.9% | +78.5% | +49.4% | +22.5% |
| 5Y | +105.1% | +81.8% | +23.3% | +9.8% |
| All | +340.3% | +220.5% | +119.8% | +36.4% |
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