-41.7%
AVAL vs SPY
+350.8%
-392.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | +0.4% |
| 7D | -9.6% | -4.7% | -4.9% | -5.9% |
| 30D | -15.8% | -5.9% | -9.9% | -11.5% |
| 3M | -20.5% | -4.5% | -16.0% | -17.5% |
| 6M | -4.5% | +1.8% | -6.3% | -5.9% |
| YTD | +6.2% | +8.3% | -2.2% | -0.2% |
| 1Y | +2.4% | +9.3% | -6.9% | -4.4% |
| 3Y | +106.6% | +74.9% | +31.8% | +28.9% |
| 5Y | -3.8% | +67.3% | -71.0% | -39.0% |
| 10Y | -9.4% | +311.6% | -321.0% | -77.0% |
| All | -41.7% | +350.8% | -392.5% | -86.4% |
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