+1.0%
AVAL vs SPY
+74.6%
-73.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.2% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | -12.5% | -2.4% | -10.2% | -11.4% |
| 3M | -19.2% | -1.2% | -18.0% | -18.7% |
| 6M | -5.7% | +3.3% | -9.0% | -7.5% |
| YTD | +7.2% | +12.3% | -5.1% | +0.6% |
| 1Y | -0.6% | +12.4% | -13.0% | -6.7% |
| 3Y | +118.7% | +78.8% | +39.9% | +63.3% |
| 5Y | +1.0% | +75.2% | -74.2% | -29.2% |
| All | +1.0% | +74.6% | -73.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling