-99.8%
AIXI vs SPY
+98.6%
-198.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -12.9% |
| 7D | -31.0% | +3.3% | -34.3% | -35.6% |
| 30D | -40.9% | -2.7% | -38.2% | -37.8% |
| 3M | -72.1% | -1.7% | -70.3% | -71.1% |
| 6M | -97.9% | +3.1% | -101.0% | -98.0% |
| YTD | -78.3% | +11.9% | -90.2% | -83.8% |
| 1Y | -89.4% | +12.0% | -101.4% | -92.1% |
| 3Y | -99.6% | +78.2% | -177.7% | -99.8% |
| All | -99.8% | +98.6% | -198.4% | -100.0% |
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 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