+107.5%
ALAI vs SPY
+52.1%
+55.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -3.6% |
| 7D | -7.6% | -0.7% | -6.9% | -6.5% |
| 30D | -14.5% | -1.0% | -13.5% | -12.9% |
| 3M | -10.3% | -0.3% | -10.0% | -9.6% |
| 6M | +0.7% | +7.3% | -6.7% | -8.9% |
| YTD | +12.8% | +13.3% | -0.6% | -5.6% |
| 1Y | +9.9% | +14.8% | -4.9% | -9.6% |
| All | +107.5% | +52.1% | +55.5% | +16.7% |
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