-1.6%
AVAL vs SPY
+311.8%
-313.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.7% |
| 30D | -12.5% | -2.4% | -10.2% | -11.0% |
| 3M | -19.2% | -1.2% | -18.0% | -18.6% |
| 6M | -5.7% | +3.3% | -9.0% | -8.2% |
| YTD | +7.2% | +12.3% | -5.1% | -1.8% |
| 1Y | -0.6% | +12.4% | -13.0% | -9.0% |
| 3Y | +118.7% | +78.8% | +39.9% | +37.3% |
| 5Y | +1.0% | +75.2% | -74.2% | -36.8% |
| 10Y | -1.6% | +311.1% | -312.7% | -67.8% |
| All | -1.6% | +311.8% | -313.3% | -67.8% |
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