+3,568.7%
AYI vs SPY
+954.5%
+2,614.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -1.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.9% |
| 30D | -9.5% | -0.9% | -8.5% | -8.4% |
| 3M | +9.9% | +3.9% | +6.1% | +5.4% |
| 6M | +18.3% | +14.5% | +3.8% | +1.0% |
| YTD | -9.4% | +12.9% | -22.3% | -21.3% |
| 1Y | -3.3% | +19.4% | -22.7% | -21.2% |
| 3Y | +105.8% | +78.5% | +27.4% | +4.0% |
| 5Y | +91.2% | +81.8% | +9.4% | -6.1% |
| 10Y | +24.1% | +311.5% | -287.4% | -77.1% |
| All | +3,568.7% | +954.5% | +2,614.2% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling