-81.2%
AISP vs SPY
+75.5%
-156.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -4.3% | -2.0% | -2.3% | -1.8% |
| 30D | -0.5% | -1.7% | +1.2% | +1.6% |
| 3M | -30.7% | +4.7% | -35.4% | -34.3% |
| 6M | -26.4% | +12.5% | -38.9% | -35.0% |
| YTD | -30.4% | +11.7% | -42.2% | -37.8% |
| 1Y | -56.8% | +17.5% | -74.3% | -62.7% |
| All | -81.2% | +75.5% | -156.7% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling