-6.6%
AWI vs SPY
+11.8%
-18.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.4% | +3.3% | -0.9% | 0.0% |
| 30D | +6.3% | -2.7% | +9.0% | +8.2% |
| 3M | -4.6% | -1.7% | -2.9% | -3.6% |
| 6M | +10.2% | +3.1% | +7.1% | +6.8% |
| YTD | -7.9% | +11.9% | -19.8% | -17.1% |
| 1Y | -6.6% | +12.0% | -18.6% | -16.0% |
| All | -6.6% | +11.8% | -18.4% | -16.0% |
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