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

-6.4%vs SPY -1.9%
-4.5% alpha

3M return

+8.2%vs SPY +7.0%
+1.2% alpha

6M return

+2.1%vs SPY +6.6%
-4.5% alpha

1Y return

+34.2%vs SPY +20.3%
+13.9% alpha
Citadel Advisors LLC
+15.6% alpha
FIRST TRUST ADVISORS LP
+11.6% alpha
D.E. Shaw & Co. Inc.
+11.2% alpha
Capital World Investors
+7.4% alpha
AQR CAPITAL MANAGEMENT LLC
+7.2% alpha
CITIGROUP INC
+7.1% alpha
Berkshire Hathaway Inc.
+6.2% alpha
BNP PARIBAS FINANCIAL MARKETS
+5.9% alpha
Two Sigma Investments LP
+5.8% alpha
AMERIPRISE FINANCIAL INC
+5.3% alpha
ARROWSTREET CAPITAL, LIMITED PARTNERSHIP
+3.9% alpha
DIMENSIONAL FUND ADVISORS LP
+3.9% alpha
JANUS HENDERSON GROUP PLC
+3.5% alpha
Mirae Asset Global Investments Co., Ltd.
+3.5% alpha
MASSACHUSETTS FINANCIAL SERVICES CO /MA/
+3.4% alpha
National Pension Service
+3.1% alpha
Fisher Asset Management, LLC
+2.9% alpha
Amundi
+2.8% alpha
Neuberger Berman Group LLC
+2.3% alpha
AQR Capital Management LLC
+2.3% alpha
JONES FINANCIAL COMPANIES LLLP
+2.0% alpha
ENVESTNET ASSET MANAGEMENT INC
+1.8% alpha
Invesco Ltd.
+1.8% alpha
Nuveen, LLC
+1.7% alpha
CHARLES SCHWAB INVESTMENT MANAGEMENT INC
+1.6% alpha
BANK OF AMERICA CORP /DE/
+1.6% alpha
BlackRock, Inc.
+1.5% alpha
FRANKLIN RESOURCES INC
+1.4% alpha
CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM
+1.3% alpha
Creative Planning
+1.3% alpha
Mitsubishi UFJ Asset Management Co., Ltd.
+1.1% alpha
Legal & General Group Plc
+1.0% alpha
JENNISON ASSOCIATES LLC
+0.9% alpha
Capital Research Global Investors
+0.9% alpha
DEUTSCHE BANK AG\
+0.9% alpha
AMERICAN CENTURY COMPANIES INC
+0.8% alpha
FIL Ltd
+0.7% alpha
NORTHERN TRUST CORP
+0.5% alpha
FMR LLC
+0.4% alpha
GEODE CAPITAL MANAGEMENT, LLC
+0.3% alpha
Bank of New York Mellon Corp
+0.3% alpha
LPL Financial LLC
+0.1% alpha
GOLDMAN SACHS GROUP INC
+0.0% alpha
BARCLAYS PLC
-0.0% alpha
ALLIANCEBERNSTEIN L.P.
-0.3% alpha
Capital International Investors
-0.4% alpha
BANK OF MONTREAL /CAN/
-0.9% alpha
MANUFACTURERS LIFE INSURANCE COMPANY, THE
-1.5% alpha
CANADA PENSION PLAN INVESTMENT BOARD
-1.6% alpha
DODGE & COX
-3.5% 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.