-99.8%
AIXI vs SPY
+97.4%
-197.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -9.9% |
| 7D | -15.7% | +0.1% | -15.7% | -16.5% |
| 30D | +16.7% | -3.3% | +20.1% | +24.1% |
| 3M | -69.8% | -2.4% | -67.4% | -68.4% |
| 6M | -97.2% | +2.6% | -99.8% | -97.4% |
| YTD | -71.1% | +11.2% | -82.3% | -78.2% |
| 1Y | -85.8% | +13.4% | -99.2% | -89.7% |
| 3Y | -99.4% | +79.9% | -179.3% | -99.8% |
| All | -99.8% | +97.4% | -197.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling