+185.0%
AVUS vs SPY
+183.7%
+1.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.9% | +0.5% | +0.3% | +0.3% |
| 30D | -0.6% | -0.9% | +0.4% | +0.4% |
| 3M | +4.1% | +3.9% | +0.2% | +0.1% |
| 6M | +15.8% | +14.5% | +1.3% | +0.8% |
| YTD | +17.3% | +12.9% | +4.3% | +3.6% |
| 1Y | +23.6% | +19.4% | +4.2% | +3.2% |
| 3Y | +78.5% | +78.5% | 0.0% | -1.5% |
| 5Y | +82.9% | +81.8% | +1.2% | -1.0% |
| All | +185.0% | +183.7% | +1.3% | -4.3% |
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