+97.8%
AVL vs SPY
+35.8%
+62.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +8.2% |
| 7D | -0.9% | +0.5% | -1.5% | -3.5% |
| 30D | -27.1% | -0.9% | -26.2% | -24.7% |
| 3M | -19.7% | +3.9% | -23.6% | -28.8% |
| 6M | +5.3% | +14.5% | -9.2% | -32.3% |
| YTD | -8.4% | +12.9% | -21.3% | -37.3% |
| 1Y | -16.9% | +19.4% | -36.2% | -51.3% |
| All | +97.8% | +35.8% | +62.0% | +3.7% |
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