-99.7%
AIXI vs SPY
+99.5%
-199.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.5% |
| 7D | +556.1% | -0.4% | +556.4% | +553.4% |
| 30D | +205.9% | -1.4% | +207.3% | +211.9% |
| 3M | -63.7% | +3.7% | -67.4% | -66.7% |
| 6M | -27.1% | +13.0% | -40.1% | -46.5% |
| YTD | -62.3% | +12.4% | -74.7% | -72.0% |
| 1Y | -90.3% | +18.5% | -108.8% | -93.4% |
| 3Y | -99.3% | +77.6% | -176.9% | -99.7% |
| All | -99.7% | +99.5% | -199.2% | -99.9% |
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