+362.7%
AIVC vs SPY
+353.6%
+9.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +4.1% | -0.4% | +4.4% | +4.5% |
| 30D | +1.2% | -1.4% | +2.6% | +2.9% |
| 3M | +2.0% | +3.7% | -1.7% | -1.6% |
| 6M | +58.2% | +13.0% | +45.2% | +39.6% |
| YTD | +65.6% | +12.4% | +53.2% | +47.5% |
| 1Y | +87.3% | +18.5% | +68.7% | +58.0% |
| 3Y | +206.4% | +77.6% | +128.8% | +71.8% |
| 5Y | +104.3% | +81.7% | +22.6% | +13.7% |
| 10Y | +326.0% | +319.7% | +6.4% | +4.4% |
| All | +362.7% | +353.6% | +9.1% | +6.8% |
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