-2.4%
AVIG vs SPY
+138.5%
-140.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.0% | -2.0% | +0.9% | -0.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.1% |
| 3M | -1.5% | +4.7% | -6.2% | -1.9% |
| 6M | -2.4% | +12.5% | -14.9% | -3.4% |
| YTD | -1.7% | +11.7% | -13.4% | -2.6% |
| 1Y | -0.9% | +17.5% | -18.3% | -2.3% |
| 3Y | +13.5% | +76.6% | -63.1% | +7.4% |
| 5Y | -2.5% | +82.0% | -84.6% | -8.9% |
| All | -2.4% | +138.5% | -140.9% | -9.7% |
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