+15,233.9%
AIT vs SPY
+3,091.8%
+12,142.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -9.0% | +0.1% | -9.0% | -9.0% |
| 3M | +3.9% | +2.0% | +1.9% | +2.0% |
| 6M | +16.7% | +13.0% | +3.7% | +4.3% |
| YTD | +27.4% | +13.5% | +13.9% | +13.4% |
| 1Y | +22.3% | +20.0% | +2.4% | +3.5% |
| 3Y | +111.8% | +77.2% | +34.6% | +28.2% |
| 5Y | +289.6% | +81.9% | +207.7% | +129.8% |
| 10Y | +673.5% | +314.1% | +359.5% | +135.9% |
| All | +15,233.9% | +3,091.8% | +12,142.1% | +1,855.3% |
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