+144.6%
AVK vs SPY
+315.0%
-170.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -5.4% | -3.3% | -2.0% | -2.7% |
| 3M | -11.9% | -2.4% | -9.5% | -10.1% |
| 6M | -10.7% | +2.6% | -13.3% | -12.6% |
| YTD | -4.4% | +11.2% | -15.7% | -12.6% |
| 1Y | -3.7% | +13.4% | -17.1% | -13.3% |
| 3Y | +59.5% | +79.9% | -20.4% | -4.6% |
| 5Y | +11.0% | +72.2% | -61.2% | -31.5% |
| 10Y | +144.6% | +307.3% | -162.7% | -25.3% |
| All | +144.6% | +315.0% | -170.4% | -25.3% |
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