+57.2%
AVSE vs SPY
+69.7%
-12.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -2.7% | -2.7% | 0.0% | -0.6% |
| 30D | -12.3% | -5.4% | -6.9% | -8.4% |
| 3M | -8.5% | -4.1% | -4.4% | -5.3% |
| 6M | -10.3% | +0.7% | -11.0% | -10.1% |
| YTD | +9.4% | +8.7% | +0.7% | +4.0% |
| 1Y | +11.4% | +10.9% | +0.5% | +4.5% |
| 3Y | +68.5% | +75.0% | -6.5% | +16.4% |
| All | +57.2% | +69.7% | -12.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling