+199.9%
AIVI vs SPY
+781.0%
-581.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -1.3% | -0.8% | -0.6% | -0.6% |
| 30D | -0.5% | -1.1% | +0.5% | +0.5% |
| 3M | +7.8% | +3.9% | +3.9% | +3.9% |
| 6M | +13.5% | +13.6% | -0.1% | +0.5% |
| YTD | +18.6% | +12.7% | +5.9% | +5.8% |
| 1Y | +24.9% | +17.5% | +7.4% | +6.9% |
| 3Y | +78.5% | +76.9% | +1.6% | +0.6% |
| 5Y | +78.9% | +83.6% | -4.7% | -5.0% |
| 10Y | +142.6% | +320.7% | -178.1% | -48.8% |
| All | +199.9% | +781.0% | -581.0% | -70.3% |
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