+105.2%
AVEM vs SPY
+177.8%
-72.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +2.7% | +2.6% | +0.1% | +0.6% |
| 30D | -6.1% | -2.0% | -4.1% | -4.4% |
| 3M | -8.3% | -2.8% | -5.5% | -6.0% |
| 6M | -8.7% | +2.1% | -10.9% | -9.8% |
| YTD | +12.5% | +11.5% | +1.0% | +4.3% |
| 1Y | +13.7% | +13.5% | +0.2% | +4.0% |
| 3Y | +75.7% | +77.7% | -2.0% | +13.5% |
| 5Y | +50.1% | +72.6% | -22.5% | -1.5% |
| All | +105.2% | +177.8% | -72.6% | -8.5% |
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