+9.9%
ALAI vs SPY
+14.6%
-4.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -4.1% |
| 7D | -7.6% | -0.7% | -6.9% | -6.3% |
| 30D | -14.5% | -1.0% | -13.5% | -12.6% |
| 3M | -10.3% | -0.3% | -10.0% | -9.4% |
| 6M | +0.7% | +7.3% | -6.7% | -10.6% |
| YTD | +12.8% | +13.3% | -0.6% | -8.9% |
| 1Y | +9.9% | +14.8% | -4.9% | -13.0% |
| All | +9.9% | +14.6% | -4.7% | -13.0% |
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