+41.6%
AA vs AVAV
+315.4%
-273.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.0% |
| 7D | +0.5% | +4.2% | -3.7% | -0.6% |
| 30D | -0.6% | -2.6% | +2.0% | -0.5% |
| 3M | -19.7% | -38.0% | +18.3% | -10.1% |
| 6M | -41.6% | -27.0% | -14.6% | -38.6% |
| YTD | -24.6% | -51.4% | +26.8% | -15.1% |
| 1Y | +4.9% | -60.2% | +65.1% | +24.3% |
| 3Y | +66.8% | -6.7% | +73.5% | +40.3% |
| 5Y | -19.4% | +28.3% | -47.7% | -42.8% |
| All | +41.6% | +315.4% | -273.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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