-34.1%
AIV vs SPY
+78.1%
-112.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -6.5% | +2.6% | -9.0% | -7.8% |
| 30D | -12.7% | -2.0% | -10.7% | -11.7% |
| 3M | -44.4% | -2.8% | -41.7% | -43.6% |
| 6M | -51.1% | +2.1% | -53.3% | -51.8% |
| YTD | -53.3% | +11.5% | -64.7% | -56.2% |
| 1Y | -51.0% | +13.5% | -64.5% | -54.6% |
| 3Y | -34.1% | +77.7% | -111.8% | -64.0% |
| All | -34.1% | +78.1% | -112.2% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling