+93.0%
AVL vs SPY
+35.1%
+57.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -0.7% |
| 7D | -2.4% | -0.4% | -2.0% | -1.5% |
| 30D | -27.1% | -1.4% | -25.7% | -23.4% |
| 3M | -19.8% | +3.7% | -23.5% | -28.4% |
| 6M | -5.9% | +13.0% | -18.9% | -36.6% |
| YTD | -10.7% | +12.4% | -23.1% | -37.7% |
| 1Y | -14.4% | +18.5% | -32.9% | -48.5% |
| All | +93.0% | +35.1% | +57.8% | +3.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling