+61.4%
AVSE vs SPY
+73.7%
-12.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -8.9% | -3.3% | -5.6% | -6.4% |
| 3M | -6.3% | -2.4% | -3.9% | -4.3% |
| 6M | -8.8% | +2.6% | -11.4% | -10.0% |
| YTD | +12.3% | +11.2% | +1.1% | +4.9% |
| 1Y | +15.0% | +13.4% | +1.6% | +5.9% |
| 3Y | +75.7% | +79.9% | -4.2% | +18.9% |
| All | +61.4% | +73.7% | -12.2% | +8.1% |
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