-64.8%
AAL vs AVAV
+502.7%
-567.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.6% |
| 7D | -3.7% | -2.2% | -1.5% | -3.3% |
| 30D | -20.8% | -13.9% | -6.9% | -18.7% |
| 3M | -1.3% | -29.2% | +28.0% | +3.9% |
| 6M | +5.4% | -36.1% | +41.5% | +11.9% |
| YTD | -14.4% | -40.2% | +25.8% | -9.6% |
| 1Y | +2.1% | -36.2% | +38.3% | +5.0% |
| 3Y | -10.6% | +47.5% | -58.1% | -31.0% |
| 5Y | -32.2% | +39.3% | -71.5% | -50.1% |
| All | -64.8% | +502.7% | -567.6% | -81.7% |
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