+107.5%
ALAI vs SPY
+50.7%
+56.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +0.5% |
| 7D | 0.0% | -0.9% | +0.9% | +1.6% |
| 30D | -12.4% | -2.4% | -10.0% | -8.7% |
| 3M | -8.9% | -1.2% | -7.8% | -6.8% |
| 6M | -4.4% | +3.3% | -7.7% | -8.2% |
| YTD | +12.8% | +12.3% | +0.5% | -4.1% |
| 1Y | +10.9% | +12.4% | -1.5% | -5.7% |
| All | +107.5% | +50.7% | +56.9% | +18.6% |
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