-4.3%
AVO vs SPY
+146.0%
-150.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.8% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | +1.5% | -3.3% | +4.8% | +3.3% |
| 3M | -9.8% | -2.4% | -7.4% | -8.7% |
| 6M | -8.9% | +2.6% | -11.5% | -10.6% |
| YTD | +2.7% | +11.2% | -8.6% | -3.9% |
| 1Y | -3.6% | +13.4% | -17.0% | -10.9% |
| 3Y | +36.6% | +79.9% | -43.3% | -5.2% |
| 5Y | -40.4% | +72.2% | -112.6% | -57.5% |
| All | -4.3% | +146.0% | -150.4% | -42.2% |
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 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