+42.3%
AVES vs SPY
+84.6%
-42.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -8.2% | -3.3% | -4.8% | -6.0% |
| 3M | -7.2% | -2.4% | -4.8% | -5.6% |
| 6M | -9.7% | +2.6% | -12.2% | -10.9% |
| YTD | +5.0% | +11.2% | -6.2% | -1.5% |
| 1Y | +8.1% | +13.4% | -5.3% | +0.2% |
| 3Y | +57.3% | +79.9% | -22.6% | +9.0% |
| 5Y | +42.5% | +72.2% | -29.7% | +0.7% |
| All | +42.3% | +84.6% | -42.3% | -6.4% |
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 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