+80.3%
AVSE vs SPY
+75.5%
+4.8%
-26.3%
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 | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | +5.1% | -1.4% | +6.5% | +6.2% |
| 3M | +4.1% | +3.7% | +0.4% | +1.5% |
| 6M | +18.5% | +13.0% | +5.5% | +9.1% |
| YTD | +25.5% | +12.4% | +13.1% | +16.0% |
| 1Y | +33.7% | +18.5% | +15.2% | +19.4% |
| 3Y | +93.8% | +77.6% | +16.1% | +31.8% |
| All | +80.3% | +75.5% | +4.8% | +19.6% |
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