+142.8%
AVK vs SPY
+308.5%
-165.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.6% | +3.3% | -0.7% | -0.1% |
| 30D | -4.7% | -2.7% | -2.0% | -2.6% |
| 3M | -13.4% | -1.7% | -11.7% | -12.2% |
| 6M | -9.7% | +3.1% | -12.8% | -12.0% |
| YTD | -4.3% | +11.9% | -16.2% | -12.9% |
| 1Y | -5.0% | +12.0% | -16.9% | -13.6% |
| 3Y | +57.9% | +78.2% | -20.2% | -4.8% |
| 5Y | +10.0% | +73.2% | -63.2% | -32.4% |
| All | +142.8% | +308.5% | -165.7% | -26.9% |
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