+508.4%
AIT vs SPY
+307.0%
+201.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +5.2% | +2.6% | +2.6% | +2.2% |
| 30D | -11.0% | -2.0% | -9.0% | -8.9% |
| 3M | -16.5% | -2.8% | -13.7% | -13.8% |
| 6M | -3.8% | +2.1% | -6.0% | -6.3% |
| YTD | +16.7% | +11.5% | +5.2% | +2.7% |
| 1Y | +19.6% | +13.5% | +6.2% | +3.2% |
| 3Y | +88.8% | +77.7% | +11.1% | -1.0% |
| 5Y | +194.4% | +72.6% | +121.8% | +58.6% |
| All | +508.4% | +307.0% | +201.4% | +15.5% |
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