+196.7%
AIVC vs SPY
+75.5%
+121.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.3% |
| 7D | -0.1% | -2.0% | +1.8% | +3.1% |
| 30D | -0.8% | -1.7% | +0.8% | +1.9% |
| 3M | +2.7% | +4.7% | -2.0% | -3.8% |
| 6M | +55.3% | +12.5% | +42.8% | +31.8% |
| YTD | +61.8% | +11.7% | +50.1% | +39.3% |
| 1Y | +80.4% | +17.5% | +63.0% | +45.2% |
| All | +196.7% | +75.5% | +121.2% | +37.8% |
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 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