-7.8%
AVAL vs SPY
+315.0%
-322.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -10.9% | -3.3% | -7.6% | -8.6% |
| 3M | -13.4% | -2.4% | -10.9% | -11.8% |
| 6M | -2.1% | +2.6% | -4.7% | -4.1% |
| YTD | +10.5% | +11.2% | -0.7% | +2.0% |
| 1Y | +4.9% | +13.4% | -8.5% | -4.5% |
| 3Y | +130.5% | +79.9% | +50.6% | +44.2% |
| 5Y | +0.9% | +72.2% | -71.3% | -35.8% |
| 10Y | -7.8% | +307.3% | -315.1% | -70.4% |
| All | -7.8% | +315.0% | -322.8% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling