+75.9%
AWI vs SPY
+81.0%
-5.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -1.1% | -0.4% | -0.8% | -0.8% |
| 30D | -8.8% | -1.4% | -7.4% | -7.6% |
| 3M | +7.1% | +3.7% | +3.4% | +3.5% |
| 6M | +0.8% | +13.0% | -12.2% | -10.2% |
| YTD | -12.0% | +12.4% | -24.4% | -21.3% |
| 1Y | -13.2% | +18.5% | -31.8% | -26.3% |
| 3Y | +136.2% | +77.6% | +58.6% | +35.9% |
| 5Y | +75.9% | +81.7% | -5.8% | +0.9% |
| All | +75.9% | +81.0% | -5.1% | +0.9% |
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 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