+126.0%
AIS vs SPY
+28.4%
+97.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | +18.0% | +3.3% | +14.7% | +11.2% |
| 30D | -19.7% | -2.7% | -17.0% | -14.2% |
| 3M | -20.3% | -1.7% | -18.5% | -16.2% |
| 6M | -16.6% | +3.1% | -19.6% | -17.9% |
| YTD | +50.1% | +11.9% | +38.2% | +30.6% |
| 1Y | +46.6% | +12.0% | +34.6% | +27.7% |
| All | +126.0% | +28.4% | +97.6% | +71.6% |
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