+183.3%
AVAL vs SPY
+77.4%
+105.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +9.9% | +2.0% | +7.9% | +8.3% |
| 6M | +29.1% | +13.0% | +16.1% | +18.9% |
| YTD | +35.0% | +13.5% | +21.4% | +24.1% |
| 1Y | +67.2% | +20.0% | +47.3% | +48.9% |
| All | +183.3% | +77.4% | +105.9% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling