+0.2%
AVAL vs SPY
+304.1%
-303.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | -8.6% | -3.7% | -5.0% | -6.0% |
| 3M | -14.9% | -2.7% | -12.1% | -13.1% |
| 6M | +0.3% | +2.2% | -1.8% | -1.4% |
| YTD | +13.3% | +10.8% | +2.5% | +4.9% |
| 1Y | +5.8% | +11.2% | -5.4% | -2.3% |
| 3Y | +131.2% | +76.5% | +54.7% | +46.7% |
| 5Y | +5.8% | +72.9% | -67.1% | -33.1% |
| 10Y | +0.2% | +304.8% | -304.6% | -67.9% |
| All | +0.2% | +304.1% | -303.9% | -67.9% |
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