-18.0%
AA vs AVAV
+31.5%
-49.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.9% |
| 7D | +5.3% | +18.4% | -13.1% | +1.8% |
| 30D | -2.3% | -4.9% | +2.7% | -1.7% |
| 3M | -20.8% | -37.7% | +16.8% | -13.9% |
| 6M | -39.8% | -28.4% | -11.4% | -37.1% |
| YTD | -23.3% | -50.0% | +26.8% | -16.5% |
| 1Y | +1.8% | -62.6% | +64.5% | +17.3% |
| 3Y | +69.5% | -0.6% | +70.2% | +46.2% |
| 5Y | -18.0% | +31.9% | -49.9% | -37.5% |
| All | -18.0% | +31.5% | -49.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling