+25.7%
AYI vs SPY
+322.5%
-296.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.1% |
| 7D | -4.5% | -0.8% | -3.8% | -3.6% |
| 30D | -11.5% | -1.1% | -10.4% | -10.3% |
| 3M | +10.6% | +3.9% | +6.7% | +6.1% |
| 6M | +20.1% | +13.6% | +6.5% | +4.1% |
| YTD | -11.2% | +12.7% | -23.9% | -22.2% |
| 1Y | -5.8% | +17.5% | -23.3% | -21.2% |
| 3Y | +103.2% | +76.9% | +26.3% | +6.9% |
| 5Y | +86.9% | +83.6% | +3.3% | -6.0% |
| All | +25.7% | +322.5% | -296.7% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling