-78.8%
AISP vs SPY
+94.6%
-173.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +1.5% | +0.5% | +0.9% | +1.1% |
| 30D | +0.5% | -0.9% | +1.4% | +1.0% |
| 3M | -25.7% | +3.9% | -29.6% | -27.2% |
| 6M | -21.5% | +14.5% | -36.0% | -26.4% |
| YTD | -28.0% | +12.9% | -40.9% | -31.9% |
| 1Y | -51.7% | +19.4% | -71.1% | -55.0% |
| 3Y | -80.6% | +78.5% | -159.0% | -82.1% |
| 5Y | -78.4% | +81.8% | -160.2% | -80.1% |
| All | -78.8% | +94.6% | -173.4% | -80.6% |
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