+685.5%
AIT vs SPY
+322.5%
+363.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | -0.5% | -0.8% | +0.2% | +0.3% |
| 30D | -8.0% | -1.1% | -6.9% | -6.8% |
| 3M | +1.7% | +3.9% | -2.2% | -2.7% |
| 6M | +20.2% | +13.6% | +6.6% | +3.6% |
| YTD | +26.7% | +12.7% | +14.0% | +10.2% |
| 1Y | +20.9% | +17.5% | +3.4% | 0.0% |
| 3Y | +104.8% | +76.9% | +27.9% | +7.8% |
| 5Y | +293.6% | +83.6% | +210.0% | +96.8% |
| All | +685.5% | +322.5% | +363.0% | +43.8% |
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 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