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ali
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in ali, 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 Dec 2, 2025, corresponding to the inception date of GOLD

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.41%0.56%0.02%0.39%19.41%15.27%11.03%13.48%
Portfolio
ali
0.27%-3.82%-1.01%
^GSPC
S&P 500 Index
0.41%0.56%0.02%0.39%19.41%15.27%11.03%13.48%
TSLA
Tesla, Inc.
0.00%-13.83%-23.19%-21.68%20.76%19.83%9.27%36.16%
BRK-B
Berkshire Hathaway Inc.
0.00%-2.69%-3.95%-4.02%-11.89%12.38%13.05%13.72%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.54%1.55%1.20%-0.38%2.18%3.76%
QCOM
QUALCOMM Incorporated
0.00%-5.48%-24.50%-22.63%-12.97%0.53%0.71%13.39%
STZ
Constellation Brands, Inc.
0.00%0.34%10.32%5.95%-19.50%-13.11%-5.65%1.68%
WCC
WESCO International, Inc.
0.00%9.13%20.56%31.36%83.57%26.66%28.70%19.52%
IBDRY
Iberdrola SA
0.69%6.32%13.09%26.42%49.06%26.10%17.40%20.13%
NEE
NextEra Energy, Inc.
0.12%3.13%18.88%13.35%37.45%6.63%7.09%16.10%
GOLD
Gold.com, Inc
-3.78%-12.96%30.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 3, 2025, ali's average daily return is -0.02%, while the average monthly return is -0.30%.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2026 with a return of +4.1%, while the worst month was Mar 2026 at -7.4%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.

On a daily basis, ali closed higher 56% of trading days. The best single day was Mar 31, 2026 with a return of +2.0%, while the worst single day was Mar 19, 2026 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.11%1.92%-7.39%0.73%-1.01%
2025-0.86%-0.86%

Benchmark Metrics

ali has an annualized alpha of -1.44%, beta of 0.76, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.

  • This portfolio participated in 86.72% of S&P 500 Index downside but only 71.83% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.44%
Beta
0.76
0.56
Upside Capture
71.83%
Downside Capture
86.72%

Expense Ratio

ali has an expense ratio of 0.01%, which is considered low. 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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^GSPC
S&P 500 Index
441.331.811.262.9511.14
TSLA
Tesla, Inc.
490.430.921.111.343.36
BRK-B
Berkshire Hathaway Inc.
14-0.69-0.840.89-0.45-0.71
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
6-0.05-0.031.00-0.12-0.23
QCOM
QUALCOMM Incorporated
21-0.40-0.350.95-0.13-0.33
STZ
Constellation Brands, Inc.
14-0.70-0.870.90-0.45-0.70
WCC
WESCO International, Inc.
852.222.891.355.5217.63
IBDRY
Iberdrola SA
902.703.431.496.5918.17
NEE
NextEra Energy, Inc.
741.582.071.283.578.47
GOLD
Gold.com, Inc

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for ali. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

ali provided a 0.68% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.68%0.58%0.58%0.50%0.42%0.30%0.32%0.41%0.55%0.56%0.65%0.49%
^GSPC
S&P 500 Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, 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%
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%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated
2.79%2.06%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%
STZ
Constellation Brands, Inc.
2.50%2.95%1.77%1.44%1.36%1.21%1.37%1.58%1.70%0.86%0.98%0.65%
WCC
WESCO International, Inc.
0.62%0.74%0.91%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBDRY
Iberdrola SA
3.26%4.18%4.38%4.11%4.14%3.77%2.83%3.01%3.76%7.28%10.00%1.71%
NEE
NextEra Energy, Inc.
2.46%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%
GOLD
Gold.com, Inc
0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 ali. 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 ali was 11.00%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current ali drawdown is 8.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11%Feb 12, 202632Mar 27, 2026
-1.97%Jan 13, 20266Jan 20, 20266Jan 28, 202612
-1.18%Dec 8, 202515Dec 29, 20255Jan 6, 202620
-0.45%Jan 7, 20261Jan 7, 20261Jan 8, 20262
-0.43%Feb 3, 20263Feb 5, 20261Feb 6, 20264

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 15 assets, with an effective number of assets of 8.98, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkNEESTZIB01.LIBDRYGOLDBRK-BMSFTTSLAVBABAQCOMMETANKEWCC^GSPCPortfolio
Benchmark1.000.020.140.140.330.220.180.390.410.460.520.550.550.450.571.000.65
NEE0.021.000.280.090.230.100.20-0.230.02-0.090.110.00-0.180.200.180.020.26
STZ0.140.281.000.24-0.06-0.100.15-0.25-0.080.030.260.02-0.140.200.160.150.11
IB01.L0.140.090.241.000.03-0.310.430.09-0.160.29-0.040.06-0.070.12-0.190.13-0.00
IBDRY0.330.23-0.060.031.000.100.220.160.020.190.140.250.160.160.140.330.30
GOLD0.220.10-0.10-0.310.101.00-0.150.110.29-0.010.120.020.160.080.390.210.64
BRK-B0.180.200.150.430.22-0.151.000.08-0.020.46-0.130.110.140.34-0.070.180.21
MSFT0.39-0.23-0.250.090.160.110.081.000.130.26-0.010.170.430.06-0.110.390.33
TSLA0.410.02-0.08-0.160.020.29-0.020.131.00-0.060.350.280.360.240.360.410.45
V0.46-0.090.030.290.19-0.010.460.26-0.061.000.150.330.340.300.120.460.28
BABA0.520.110.26-0.040.140.12-0.13-0.010.350.151.000.280.270.270.420.520.48
QCOM0.550.000.020.060.250.020.110.170.280.330.281.000.200.500.330.550.42
META0.55-0.18-0.14-0.070.160.160.140.430.360.340.270.201.000.200.210.550.45
NKE0.450.200.200.120.160.080.340.060.240.300.270.500.201.000.400.450.50
WCC0.570.180.16-0.190.140.39-0.07-0.110.360.120.420.330.210.401.000.570.52
^GSPC1.000.020.150.130.330.210.180.390.410.460.520.550.550.450.571.000.65
Portfolio0.650.260.11-0.000.300.640.210.330.450.280.480.420.450.500.520.651.00
The correlation results are calculated based on daily price changes starting from Dec 3, 2025