-25.9%
AVAL vs SPY
+372.5%
-398.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +29.1% | +13.0% | +16.1% | +17.2% |
| YTD | +35.0% | +13.5% | +21.4% | +22.2% |
| 1Y | +67.2% | +20.0% | +47.3% | +44.5% |
| 3Y | +168.9% | +77.2% | +91.7% | +66.1% |
| 5Y | +20.6% | +81.9% | -61.2% | -29.0% |
| 10Y | +7.4% | +314.1% | -306.6% | -72.6% |
| All | -25.9% | +372.5% | -398.4% | -83.4% |
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