+57.8%
AVES vs SPY
+87.4%
-29.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | +2.9% | -0.9% | +3.8% | +3.6% |
| 3M | +4.6% | +3.9% | +0.7% | +2.1% |
| 6M | +11.8% | +14.5% | -2.7% | +2.8% |
| YTD | +16.5% | +12.9% | +3.6% | +8.1% |
| 1Y | +22.3% | +19.4% | +2.9% | +9.7% |
| 3Y | +71.3% | +78.5% | -7.2% | +19.1% |
| All | +57.8% | +87.4% | -29.5% | +2.7% |
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