+177.7%
AIS vs SPY
+28.2%
+149.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.4% |
| 7D | +3.7% | -2.0% | +5.6% | +7.5% |
| 30D | +2.2% | -1.7% | +3.9% | +5.4% |
| 3M | -0.8% | +4.7% | -5.6% | -7.5% |
| 6M | +58.1% | +12.5% | +45.6% | +33.5% |
| YTD | +84.4% | +11.7% | +72.7% | +58.1% |
| 1Y | +116.1% | +17.5% | +98.7% | +73.4% |
| All | +177.7% | +28.2% | +149.5% | +107.8% |
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