+80.9%
AVSE vs SPY
+77.3%
+3.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +4.7% | +0.1% | +4.7% | +4.7% |
| 3M | -0.1% | +2.0% | -2.1% | -1.3% |
| 6M | +17.2% | +13.0% | +4.2% | +7.8% |
| YTD | +25.9% | +13.5% | +12.3% | +15.5% |
| 1Y | +37.9% | +20.0% | +17.9% | +22.0% |
| 3Y | +91.2% | +77.2% | +14.0% | +30.0% |
| All | +80.9% | +77.3% | +3.6% | +19.1% |
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