+101.5%
AYI vs SPY
+75.5%
+26.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -3.7% | -2.0% | -1.7% | -1.4% |
| 30D | -11.4% | -1.7% | -9.8% | -9.6% |
| 3M | +12.9% | +4.7% | +8.1% | +7.1% |
| 6M | +16.0% | +12.5% | +3.5% | +1.5% |
| YTD | -12.0% | +11.7% | -23.7% | -22.3% |
| 1Y | -4.0% | +17.5% | -21.5% | -19.8% |
| All | +101.5% | +75.5% | +26.0% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling