+80.9%
AVLC vs SPY
+79.2%
+1.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -3.0% | -2.7% | -0.3% | -0.3% |
| 30D | -4.9% | -5.4% | +0.5% | +0.5% |
| 3M | -4.4% | -4.1% | -0.3% | -0.3% |
| 6M | +0.4% | +0.7% | -0.3% | -0.3% |
| YTD | +11.8% | +8.7% | +3.1% | +2.9% |
| 1Y | +14.9% | +10.9% | +4.0% | +3.7% |
| 3Y | +78.3% | +75.0% | +3.3% | +2.5% |
| All | +80.9% | +79.2% | +1.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling