Side-by-side comparison

Compare investment strategies

AI Mega-Cap Trend Filter with IEF Fallback vs Clean Air SRI Portfolio (Carbon & Pollution Leaders)

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Live). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

56.9%Best

35.7%

43.6%Best

13.8%

24.9%

14.8%Best

1.58

2.18Best

-15.9%

-9.7%Best

Fee

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0.20%

Minimum investment

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$100

Each source uses its own scale

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3(1-5 (Interactive Advisors))

Inception

2025-01-12

2020-07-16

Holdings

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60%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Clean Air SRI Portfolio (Carbon & Pollution Leaders)Liveup 84.4%
S&P 500 ETFup 79.2%

No published history to chart: AI Mega-Cap Trend Filter with IEF Fallback.

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Data provider / source: ESG (general) · provider not named

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Event handling / exception

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Exclude screen: Pollution control

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Include screen: Carbon & emissions

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Number of holdings

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Position cap

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Rebalance schedule

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Weight by score: Carbon & emissions

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Weighting scheme

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Every published figureShow 77 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

ai/tech focus, risk-managed, tactical equity, treasury hedge, trend-following, us large-cap

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Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

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STOCKS

Curated collections (Interactive Advisors)

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Better planet, Portfolios with the best risk adjusted returns, Top performing portfolios, Top performing socially responsible portfolios

ESG / responsible flag

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Yes

Smart beta flag

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Theme keywords (Interactive Advisors)

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Carbon focus, Emission control, Sustainable energy

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.22

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Benchmark (methodology text)

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Broad market investable ETF benchmark without an ESG focus

Beta vs SPY, out-of-sample (out-of-sample)

0.87

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Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.60

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Returns

Annualized return since inception (Lighthorse, daily, live)

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13.82%

Backtest length

5,371

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Out-of-sample length

437

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Return since inception (annualized) (live account)

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13.80%

Return since inception (cumulative) (live account)

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124.10%

Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

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20.55%

Return, backtest period (annualized) (backtest)

22.11%

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Return, backtest period (cumulative) (backtest)

6971%

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Return, last 30 days (live account)

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3.40%

Return, last 365 days (Lighthorse, daily, live)

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36.56%

Return, last 365 days (live account)

—

35.70%

Return, last 5 years (cumulative) (live account)

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69.00%

Return, last 90 days (live account)

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8.50%

Return, out-of-sample period (annualized) (out-of-sample)

43.60%

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Return, out-of-sample period (cumulative) (out-of-sample)

87.56%

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Return, trailing 1 day (out-of-sample)

-0.20%

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Return, trailing 1 month (out-of-sample)

5.76%

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Return, trailing 1 week (out-of-sample)

-2.01%

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Return, trailing 1 year (backtest)

56.93%

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Return, trailing 1 year (out-of-sample)

56.93%

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Return, trailing 2 weeks (out-of-sample)

-2.02%

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Return, trailing 3 months (out-of-sample)

4.62%

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Return, year to date (live account)

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27.30%

SPY annualized return over the backtest window (backtest)

11.19%

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Trading activity

Annualized turnover, backtest period (backtest)

2.59

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Annualized turnover, out-of-sample period (out-of-sample)

3.39

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Daily win rate, backtest period (backtest)

54.03%

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Daily win rate, out-of-sample period (out-of-sample)

54.00%

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Backtest

Backtest final value (from $10,000)

$707k

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Backtest regulatory fees

$100

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Backtest slippage cost

$663

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Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

0.72

Calmar ratio, backtest period (backtest)

0.67

—

Calmar ratio, out-of-sample period (out-of-sample)

2.75

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Maximum drawdown since inception (Lighthorse, daily, live)

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-26.93%

Maximum drawdown, backtest period (backtest)

-32.90%

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Maximum drawdown, last 365 days (Lighthorse, daily, live)

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-9.74%

Maximum drawdown, last 365 days (live account)

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-9.70%

Maximum drawdown, out-of-sample period (out-of-sample)

-15.86%

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Sharpe ratio since inception (Lighthorse, daily, live)

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0.62

Sharpe ratio, backtest period (backtest)

1.07

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Sharpe ratio, last 365 days (Lighthorse, daily, live)

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1.89

Sharpe ratio, last 365 days (live account)

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2.18

Sharpe ratio, out-of-sample period (out-of-sample)

1.58

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Sortino ratio, backtest period (backtest)

1.58

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Sortino ratio, last 365 days (Lighthorse, daily, live)

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2.93

Sortino ratio, last 365 days (live account)

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3.66

Sortino ratio, out-of-sample period (out-of-sample)

2.54

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Standard deviation, backtest period (backtest)

20.70%

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Standard deviation, out-of-sample period (out-of-sample)

24.89%

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Value-at-risk 95% 1-week, last 365 days (live account)

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-3.40%

Volatility since inception (Lighthorse, daily, live)

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17.76%

Volatility, last 365 days (Lighthorse, daily, live)

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14.53%

Volatility, last 365 days (live account)

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14.80%

Quality

Community review status

ACTIVE

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Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.30

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Construction

Logic complexity (node count)

—

Rebalance frequency

monthly

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Rebalancing (methodology text)

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Annually

Cost & access

Management / advisory fee

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0.20%

Minimum investment

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$100

Disclosure

Metrics calculated through

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2026-10-09

Popularity

Remixes (copies)

—

Watchers

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Risk score

Risk label (Interactive Advisors)

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Growth plus

Risk score 1-5 (Interactive Advisors)

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources