-76.1%
AIYY vs SPY
+74.5%
-150.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +2.4% | +0.5% | +1.8% | +1.6% |
| 30D | +2.5% | -0.9% | +3.4% | +4.0% |
| 3M | -7.7% | +3.9% | -11.6% | -13.0% |
| 6M | -1.2% | +14.5% | -15.8% | -20.0% |
| YTD | -30.5% | +12.9% | -43.5% | -42.1% |
| 1Y | -40.5% | +19.4% | -59.8% | -53.9% |
| All | -76.1% | +74.5% | -150.6% | -88.9% |
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 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