Portfolio Clone Backtest

What if you cloned a fund's top AI holdings? Simulated performance vs S&P 500.

Average of 5 selected funds

1M return

+2.0%vs SPY +2.4%
-0.4% alpha

3M return

+16.8%vs SPY +14.5%
+2.2% alpha

6M return

+6.6%vs SPY +9.9%
-3.3% alpha

1Y return

+31.3%vs SPY +20.6%
+10.7% alpha
Citadel Advisors LLC
+19.9% alpha
FIRST TRUST ADVISORS LP
+18.1% alpha
D.E. Shaw & Co. Inc.
+14.5% alpha
Capital World Investors
+12.4% alpha
AQR CAPITAL MANAGEMENT LLC
+9.3% alpha
BNP PARIBAS FINANCIAL MARKETS
+9.1% alpha
CITIGROUP INC
+8.8% alpha
Two Sigma Investments LP
+8.3% alpha
Berkshire Hathaway Inc.
+8.1% alpha
AMERIPRISE FINANCIAL INC
+6.7% alpha
DIMENSIONAL FUND ADVISORS LP
+6.5% alpha
Mirae Asset Global Investments Co., Ltd.
+5.9% alpha
Amundi
+5.5% alpha
National Pension Service
+5.5% alpha
JANUS HENDERSON GROUP PLC
+4.3% alpha
Fisher Asset Management, LLC
+3.9% alpha
CHARLES SCHWAB INVESTMENT MANAGEMENT INC
+3.7% alpha
Creative Planning
+3.6% alpha
MASSACHUSETTS FINANCIAL SERVICES CO /MA/
+3.5% alpha
Capital Research Global Investors
+3.2% alpha
CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM
+3.0% alpha
Mitsubishi UFJ Asset Management Co., Ltd.
+2.8% alpha
JENNISON ASSOCIATES LLC
+2.8% alpha
ENVESTNET ASSET MANAGEMENT INC
+2.8% alpha
BANK OF AMERICA CORP /DE/
+2.7% alpha
ARROWSTREET CAPITAL, LIMITED PARTNERSHIP
+2.7% alpha
Invesco Ltd.
+2.6% alpha
JONES FINANCIAL COMPANIES LLLP
+2.5% alpha
NORTHERN TRUST CORP
+2.5% alpha
AMERICAN CENTURY COMPANIES INC
+2.4% alpha
Neuberger Berman Group LLC
+2.4% alpha
Legal & General Group Plc
+2.4% alpha
GEODE CAPITAL MANAGEMENT, LLC
+2.3% alpha
FMR LLC
+2.3% alpha
BANK OF MONTREAL /CAN/
+2.2% alpha
Bank of New York Mellon Corp
+2.1% alpha
Nuveen, LLC
+2.1% alpha
BlackRock, Inc.
+2.1% alpha
BARCLAYS PLC
+2.0% alpha
AQR Capital Management LLC
+1.9% alpha
GOLDMAN SACHS GROUP INC
+1.8% alpha
Capital International Investors
+1.8% alpha
LPL Financial LLC
+1.6% alpha
FIL Ltd
+1.2% alpha
ALLIANCEBERNSTEIN L.P.
+0.9% alpha
DEUTSCHE BANK AG\
+0.9% alpha
CANADA PENSION PLAN INVESTMENT BOARD
+0.8% alpha
FRANKLIN RESOURCES INC
+0.7% alpha
MANUFACTURERS LIFE INSURANCE COMPANY, THE
+0.4% alpha
DODGE & COX
-3.8% alpha

How it works: For each fund, we take their top 10 AI/semi holdings (weighted by portfolio allocation) and simulate buying at the start of each period. Returns are compared against SPY (S&P 500 ETF) over the same period. Alpha = portfolio return minus SPY return.

This is a hypothetical simulation — real cloning has a 45-day filing delay, transaction costs, and timing differences. Past performance does not indicate future results. Not financial advice.