+39.8%
AVL vs SPY
+33.7%
+6.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +2.4% | +15.7% | +9.0% |
| 7D | -4.2% | +0.1% | -4.2% | -2.0% |
| 30D | -25.3% | -3.3% | -22.0% | -11.5% |
| 3M | -48.5% | -2.4% | -46.1% | -40.8% |
| 6M | -54.0% | +2.6% | -56.6% | -54.4% |
| YTD | -35.3% | +11.2% | -46.5% | -50.7% |
| 1Y | -39.7% | +13.4% | -53.1% | -56.0% |
| All | +39.8% | +33.7% | +6.1% | -18.4% |
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