+105.7%
AVEM vs SPY
+177.2%
-71.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -8.9% | -3.3% | -5.6% | -6.3% |
| 3M | -6.5% | -2.4% | -4.1% | -4.5% |
| 6M | -9.3% | +2.6% | -11.8% | -10.6% |
| YTD | +12.8% | +11.2% | +1.5% | +4.7% |
| 1Y | +15.2% | +13.4% | +1.8% | +5.4% |
| 3Y | +77.9% | +79.9% | -2.0% | +13.9% |
| 5Y | +52.1% | +72.2% | -20.0% | +0.1% |
| All | +105.7% | +177.2% | -71.5% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling