-57.5%
AISP vs SPY
+18.1%
-75.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -5.7% |
| 7D | -5.4% | -0.8% | -4.6% | -3.5% |
| 30D | -6.3% | -1.1% | -5.2% | -3.9% |
| 3M | -36.8% | +3.9% | -40.7% | -43.1% |
| 6M | -30.5% | +13.6% | -44.1% | -50.2% |
| YTD | -32.9% | +12.7% | -45.5% | -50.4% |
| 1Y | -57.5% | +17.5% | -75.1% | -70.9% |
| All | -57.5% | +18.1% | -75.7% | -70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling