-99.2%
AIXI vs SPY
+78.7%
-177.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | +0.2% |
| 7D | +109.0% | +3.0% | +105.9% | +102.4% |
| 30D | +109.0% | +3.0% | +105.9% | +102.4% |
| 3M | -63.2% | +3.9% | -67.1% | -65.0% |
| 6M | -26.9% | +14.5% | -41.4% | -47.5% |
| YTD | -60.2% | +12.9% | -73.2% | -70.6% |
| 1Y | -88.4% | +19.4% | -107.8% | -92.2% |
| 3Y | -99.2% | +78.5% | -177.7% | -99.8% |
| All | -99.2% | +78.7% | -177.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling