-75.0%
AIYY vs SPY
+72.3%
-147.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +2.4% | +2.6% | -0.2% | -1.5% |
| 30D | -0.4% | -2.0% | +1.6% | +2.6% |
| 3M | +7.3% | -2.8% | +10.1% | +11.9% |
| 6M | +13.5% | +2.1% | +11.4% | +9.7% |
| YTD | -27.2% | +11.5% | -38.7% | -38.2% |
| 1Y | -29.5% | +13.5% | -43.0% | -41.6% |
| All | -75.0% | +72.3% | -147.2% | -88.2% |
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 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