+64.4%
AVEM vs SPY
+82.0%
-17.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +5.0% | +0.1% | +5.0% | +5.0% |
| 3M | -0.2% | +2.0% | -2.2% | -1.4% |
| 6M | +16.2% | +13.0% | +3.2% | +6.6% |
| YTD | +26.5% | +13.5% | +13.0% | +15.7% |
| 1Y | +39.1% | +20.0% | +19.1% | +22.5% |
| 3Y | +92.6% | +77.2% | +15.4% | +28.6% |
| All | +64.4% | +82.0% | -17.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling