+14,099.3%
AIT vs SPY
+3,056.6%
+11,042.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +2.0% |
| 30D | -9.7% | -2.4% | -7.3% | -7.7% |
| 3M | -14.3% | -1.2% | -13.2% | -13.4% |
| 6M | -2.6% | +3.3% | -5.9% | -5.5% |
| YTD | +18.0% | +12.3% | +5.7% | +6.1% |
| 1Y | +18.8% | +12.4% | +6.3% | +6.7% |
| 3Y | +89.9% | +78.8% | +11.1% | +14.2% |
| 5Y | +201.6% | +75.2% | +126.4% | +84.0% |
| 10Y | +528.2% | +311.1% | +217.1% | +92.9% |
| All | +14,099.3% | +3,056.6% | +11,042.7% | +1,729.8% |
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 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