-90.3%
AIXI vs SPY
+18.8%
-109.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | +556.1% | -0.4% | +556.4% | +546.7% |
| 30D | +205.9% | -1.4% | +207.3% | +209.5% |
| 3M | -63.7% | +3.7% | -67.4% | -67.2% |
| 6M | -27.1% | +13.0% | -40.1% | -56.5% |
| YTD | -62.3% | +12.4% | -74.7% | -77.5% |
| 1Y | -90.3% | +18.5% | -108.8% | -96.2% |
| All | -90.3% | +18.8% | -109.1% | -96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling