-39.8%
AVAL vs SPY
+352.2%
-392.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.1% |
| 7D | -2.3% | -2.7% | +0.4% | -0.2% |
| 30D | -12.2% | -5.4% | -6.8% | -8.2% |
| 3M | -14.8% | -4.1% | -10.7% | -12.0% |
| 6M | -3.5% | +0.7% | -4.2% | -4.1% |
| YTD | +9.7% | +8.7% | +1.1% | +2.9% |
| 1Y | +3.7% | +10.9% | -7.2% | -4.3% |
| 3Y | +110.9% | +75.0% | +35.9% | +31.5% |
| 5Y | -0.5% | +67.8% | -68.3% | -37.1% |
| 10Y | -6.3% | +312.9% | -319.2% | -76.3% |
| All | -39.8% | +352.2% | -392.0% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling