Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026Feb-07, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jul 25, 2025, corresponding to the inception date of AIPO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 2026Feb-07 | 0.21% | -3.05% | 6.05% | 6.65% | — | — | — | — |
| Portfolio components: | ||||||||
AIPO Defiance AI & Power Infrastructure ETF | 0.16% | -1.74% | 15.01% | 9.67% | — | — | — | — |
SMH VanEck Semiconductor ETF | 0.09% | -1.70% | 8.94% | 16.89% | 101.23% | 44.85% | 26.17% | 31.69% |
XLU Utilities Select Sector SPDR Fund | 0.50% | -1.28% | 9.31% | 5.76% | 20.78% | 14.75% | 11.01% | 9.89% |
SGOL abrdn Physical Gold Shares ETF | -1.96% | -9.00% | 8.35% | 20.17% | 50.17% | 32.79% | 21.78% | 14.16% |
BRK-B Berkshire Hathaway Inc. | -0.24% | -2.08% | -5.03% | -4.29% | -9.96% | 15.44% | 13.08% | 12.79% |
AIA iShares Asia 50 ETF | -1.66% | -4.58% | 8.32% | 10.30% | 53.67% | 22.72% | 4.82% | 11.86% |
IBOT VanEck Robotics ETF | -1.33% | -7.48% | 2.03% | 5.07% | 44.88% | — | — | — |
KMLM KFA Mount Lucas Index Strategy ETF | 1.25% | 3.58% | 9.21% | 11.43% | 10.72% | 0.87% | 5.74% | — |
MO Altria Group, Inc. | 0.43% | -1.85% | 15.96% | 3.58% | 21.59% | 22.72% | 13.73% | 7.41% |
PM Philip Morris International Inc. | 0.49% | -10.91% | -0.55% | 5.02% | 1.01% | 22.66% | 17.88% | 9.96% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 28, 2025, 2026Feb-07's average daily return is +0.12%, while the average monthly return is +2.05%. At this rate, your investment would double in approximately 2.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Sep 2025 with a return of +9.4%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 2026Feb-07 closed higher 60% of trading days. The best single day was Oct 13, 2025 with a return of +3.7%, while the worst single day was Mar 3, 2026 at -3.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.01% | 4.45% | -5.80% | 0.72% | 6.05% | ||||||||
| 2025 | -0.61% | 2.08% | 9.42% | 5.04% | -2.34% | 0.54% | 14.50% |
Benchmark Metrics
2026Feb-07 has an annualized alpha of 26.92%, beta of 1.18, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since July 28, 2025.
- This portfolio captured 239.42% of S&P 500 Index gains but only 26.43% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 26.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 26.92%
- Beta
- 1.18
- R²
- 0.67
- Upside Capture
- 239.42%
- Downside Capture
- 26.43%
Expense Ratio
2026Feb-07 has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AIPO Defiance AI & Power Infrastructure ETF | — | — | — | — | — | — |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
XLU Utilities Select Sector SPDR Fund | 61 | 1.27 | 1.73 | 1.24 | 2.24 | 5.38 |
SGOL abrdn Physical Gold Shares ETF | 79 | 1.80 | 2.23 | 1.33 | 2.59 | 9.38 |
BRK-B Berkshire Hathaway Inc. | 15 | -0.62 | -0.73 | 0.90 | -0.70 | -1.19 |
AIA iShares Asia 50 ETF | 85 | 1.88 | 2.46 | 1.35 | 2.97 | 11.38 |
IBOT VanEck Robotics ETF | 71 | 1.40 | 2.02 | 1.28 | 2.21 | 8.59 |
KMLM KFA Mount Lucas Index Strategy ETF | 43 | 0.96 | 1.39 | 1.18 | 1.42 | 4.22 |
MO Altria Group, Inc. | 68 | 1.12 | 1.53 | 1.22 | 1.20 | 3.11 |
PM Philip Morris International Inc. | 42 | 0.19 | 0.40 | 1.06 | 0.17 | 0.36 |
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Dividends
Dividend yield
2026Feb-07 provided a 1.82% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.82% | 1.94% | 1.80% | 1.88% | 3.46% | 2.36% | 1.52% | 1.69% | 1.99% | 1.29% | 1.21% | 1.67% |
| Portfolio components: | ||||||||||||
AIPO Defiance AI & Power Infrastructure ETF | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
XLU Utilities Select Sector SPDR Fund | 2.57% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIA iShares Asia 50 ETF | 2.31% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
IBOT VanEck Robotics ETF | 0.37% | 0.38% | 2.81% | 2.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMLM KFA Mount Lucas Index Strategy ETF | 4.60% | 5.02% | 0.82% | 0.00% | 13.22% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 6.39% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
PM Philip Morris International Inc. | 3.64% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026Feb-07. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 2026Feb-07 was 10.03%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current 2026Feb-07 drawdown is 6.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.03% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -8.29% | Oct 16, 2025 | 26 | Nov 20, 2025 | 29 | Jan 5, 2026 | 55 |
| -5.59% | Jan 29, 2026 | 6 | Feb 5, 2026 | 10 | Feb 20, 2026 | 16 |
| -2.92% | Oct 10, 2025 | 1 | Oct 10, 2025 | 1 | Oct 13, 2025 | 2 |
| -2.12% | Aug 14, 2025 | 6 | Aug 21, 2025 | 12 | Sep 9, 2025 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 7.80, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BRK-B | KMLM | BTI | PM | SGOL | XLU | MO | IONQ | RGTI | QBTS | AIA | SMH | IBOT | AIPO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.11 | 0.14 | -0.09 | 0.21 | 0.24 | -0.20 | 0.34 | 0.37 | 0.40 | 0.69 | 0.80 | 0.84 | 0.73 | 0.80 |
| BRK-B | 0.10 | 1.00 | 0.02 | 0.03 | 0.13 | -0.04 | 0.10 | 0.10 | -0.04 | -0.01 | -0.06 | -0.12 | -0.19 | 0.01 | -0.12 | -0.07 |
| KMLM | 0.11 | 0.02 | 1.00 | 0.05 | 0.08 | 0.35 | 0.17 | 0.07 | 0.23 | 0.20 | 0.25 | 0.10 | 0.06 | 0.11 | 0.12 | 0.24 |
| BTI | 0.14 | 0.03 | 0.05 | 1.00 | 0.51 | 0.04 | 0.22 | 0.53 | -0.07 | -0.10 | -0.09 | 0.12 | 0.06 | 0.07 | 0.08 | 0.16 |
| PM | -0.09 | 0.13 | 0.08 | 0.51 | 1.00 | 0.07 | 0.18 | 0.66 | -0.09 | -0.13 | -0.13 | -0.05 | -0.20 | -0.16 | -0.17 | -0.01 |
| SGOL | 0.21 | -0.04 | 0.35 | 0.04 | 0.07 | 1.00 | 0.18 | -0.09 | 0.05 | 0.12 | 0.14 | 0.34 | 0.22 | 0.28 | 0.24 | 0.32 |
| XLU | 0.24 | 0.10 | 0.17 | 0.22 | 0.18 | 0.18 | 1.00 | 0.29 | 0.12 | 0.14 | 0.18 | 0.27 | 0.23 | 0.26 | 0.36 | 0.40 |
| MO | -0.20 | 0.10 | 0.07 | 0.53 | 0.66 | -0.09 | 0.29 | 1.00 | -0.08 | -0.11 | -0.10 | -0.22 | -0.34 | -0.32 | -0.19 | -0.12 |
| IONQ | 0.34 | -0.04 | 0.23 | -0.07 | -0.09 | 0.05 | 0.12 | -0.08 | 1.00 | 0.83 | 0.81 | 0.28 | 0.29 | 0.35 | 0.46 | 0.56 |
| RGTI | 0.37 | -0.01 | 0.20 | -0.10 | -0.13 | 0.12 | 0.14 | -0.11 | 0.83 | 1.00 | 0.89 | 0.31 | 0.34 | 0.40 | 0.48 | 0.60 |
| QBTS | 0.40 | -0.06 | 0.25 | -0.09 | -0.13 | 0.14 | 0.18 | -0.10 | 0.81 | 0.89 | 1.00 | 0.36 | 0.39 | 0.44 | 0.54 | 0.65 |
| AIA | 0.69 | -0.12 | 0.10 | 0.12 | -0.05 | 0.34 | 0.27 | -0.22 | 0.28 | 0.31 | 0.36 | 1.00 | 0.78 | 0.76 | 0.63 | 0.78 |
| SMH | 0.80 | -0.19 | 0.06 | 0.06 | -0.20 | 0.22 | 0.23 | -0.34 | 0.29 | 0.34 | 0.39 | 0.78 | 1.00 | 0.84 | 0.81 | 0.87 |
| IBOT | 0.84 | 0.01 | 0.11 | 0.07 | -0.16 | 0.28 | 0.26 | -0.32 | 0.35 | 0.40 | 0.44 | 0.76 | 0.84 | 1.00 | 0.73 | 0.83 |
| AIPO | 0.73 | -0.12 | 0.12 | 0.08 | -0.17 | 0.24 | 0.36 | -0.19 | 0.46 | 0.48 | 0.54 | 0.63 | 0.81 | 0.73 | 1.00 | 0.87 |
| Portfolio | 0.80 | -0.07 | 0.24 | 0.16 | -0.01 | 0.32 | 0.40 | -0.12 | 0.56 | 0.60 | 0.65 | 0.78 | 0.87 | 0.83 | 0.87 | 1.00 |