+109.0%
AVEM vs SPY
+179.8%
-70.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.3% |
| 7D | +0.5% | -0.9% | +1.4% | +1.3% |
| 30D | -6.6% | -2.4% | -4.3% | -4.7% |
| 3M | -4.8% | -1.2% | -3.6% | -3.7% |
| 6M | -8.0% | +3.3% | -11.3% | -9.8% |
| YTD | +14.6% | +12.3% | +2.3% | +5.6% |
| 1Y | +14.7% | +12.4% | +2.3% | +5.6% |
| 3Y | +79.0% | +78.8% | +0.1% | +15.0% |
| 5Y | +53.1% | +75.2% | -22.0% | -0.6% |
| All | +109.0% | +179.8% | -70.8% | -7.4% |
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