+79.1%
AIV vs SPY
+322.5%
-243.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.4% |
| 7D | -6.2% | -0.8% | -5.5% | -5.6% |
| 30D | -8.0% | -1.1% | -7.0% | -7.2% |
| 3M | -16.4% | +3.9% | -20.2% | -19.5% |
| 6M | -19.3% | +13.6% | -32.9% | -28.5% |
| YTD | -22.6% | +12.7% | -35.3% | -31.1% |
| 1Y | -15.4% | +17.5% | -32.9% | -27.8% |
| 3Y | -6.8% | +76.9% | -83.7% | -47.4% |
| 5Y | +0.6% | +83.6% | -83.0% | -45.4% |
| All | +79.1% | +322.5% | -243.3% | -41.8% |
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