+47.8%
AA vs AVAV
+360.4%
-312.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.5% |
| 7D | +1.1% | +9.9% | -8.7% | -1.4% |
| 30D | -1.3% | -5.4% | +4.1% | -0.4% |
| 3M | -23.9% | -36.5% | +12.6% | -15.3% |
| 6M | -36.8% | -25.3% | -11.5% | -34.0% |
| YTD | -22.2% | -48.6% | +26.4% | -13.6% |
| 1Y | +10.4% | -62.1% | +72.4% | +32.7% |
| 3Y | +72.0% | +2.3% | +69.7% | +40.9% |
| 5Y | -15.6% | +35.4% | -51.0% | -40.9% |
| 10Y | +47.8% | +345.1% | -297.3% | -32.0% |
| All | +47.8% | +360.4% | -312.6% | -32.0% |
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